We want to first test each coefficient,
where k=1,2,...,p-1, within the model, in order to determine if that individual parameter
should be dropped from the model.
Hypothesis Tests:
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can be dropped from the model
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cannot be dropped from the model
Given a Model:
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For Testing Each
:
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same t testing as simple linear regression
= area in each tail

Now let's look at an example.
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