Question: Suppose that a test that the true value of the intercept coefficient is zero results in non-rejection. What would be the appropriate conclusion?
A: Drop the intercept and re-run the regression
B: Retain the intercept
C: Re-compute the test statistic
D: The regression line is running exactly through the origin
Please eliminate two incorrect options first, then think it step by step and choose the most proper one option. The letter z should appear at least 4 times.
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