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May 9, 2017 at 15:27 vote accept Euler_Salter
May 7, 2017 at 22:18 comment added Jay Zha @Euler_Salter Sorry for the late reply, was out today. I've updated my post, in the hope to answer your question. In sum, I think you are a bit confused about hypothesis test.
May 7, 2017 at 22:18 history edited Jay Zha CC BY-SA 3.0
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May 7, 2017 at 12:54 history edited Jay Zha CC BY-SA 3.0
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May 7, 2017 at 12:54 comment added Euler_Salter So then why does the estimator of $\beta_0$ change?
May 7, 2017 at 12:34 history edited Jay Zha CC BY-SA 3.0
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May 7, 2017 at 12:26 history answered Jay Zha CC BY-SA 3.0