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Consider the equation, Y = β1 + β2X2 + u. A null hypothesis, H0: β2 = 0 states that:
a. X2 has no effect on the expected value of β2.
b. X2 has no effect on the expected value of Y.
c. β2 has no effect on the expected value of Y.
d. Y has no effect on the expected value of X2.



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