True or False? If False, correct it: Suppose you are performing a simple linear regression of Y on X and you test the hypothesis that the slope β is zero against a two-sided alternative. You have n = 25 observations and your computed test (t) statistic is 2.6. Then your P-value is given by .01 < P < .02, which gives borderline significance (i.e. you would reject H₀ at α = .02 but fail to reject H₀ at α = .01 ).