Question: A dependent variable is regressed on two independent variables. It is possible that the hy- potheses B. 0 and B. 0 cannot be rejected at

A dependent variable is regressed on two independent variables. It is possible that the hy- potheses B. 0 and B. 0 cannot be rejected at low significance levels, yet the hypothe- sis B B 0 can be rejected at a very low significance level. In what circumstances might this result arise?

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