Consider the simple linear regression model Y = B1 + B2X + e, and let b2 be the estimate for B2 and Var (b2) its estimated variance. Suppose we are intere the null hypothesis Ho : B2 = 0 at a level a = 0.05. Which of the following statements is false? O a. If we reject the null hypothesis that Ho : B2 = 0 against the alternative H¡ : B2 # 0, then we will also reject against the alternative H1 : ß2 < 0. O b. It is possible that we reject the null hypothesis Ho : B2 = 0 against the alternative H : B2 > 0 but not against the alternative H1 : B2 # 0. O c. If we reject the null hypothesis that Ho : B2 = 0 against the alternative Hj : B2 < 0, then we will not reject against the alternative Hj : B2 > 0. d. It is possible that we reject the null hypothesis Ho : B2 = 0 against the alternative H1 : B2 0 but not against the alternative H1 : B2 > 0. Clear my choice

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