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I have completed an F-test on the variable which gives p = 0.6, should I remove it from the model?

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  • $\begingroup$ Yes you can. If it is just a simple dummy variable for a single observation then it is orthogonal to other variables in the model and is just eating up one degree of freedom. So unless there is a theoretical reason for including I would remove. $\endgroup$ – Andrew M Apr 29 '20 at 13:50
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    $\begingroup$ Can you present the model? It would be interesting to know what the variable is. Also what F-test deals with a single variable, there is more going on than a simple test of significance. Please provide your results! $\endgroup$ – Brennan Apr 29 '20 at 18:31
  • $\begingroup$ If you are interested in causal relationship, pretesting is dangerous. $\endgroup$ – chan1142 Apr 30 '20 at 0:37

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