Definition: You are given a question on econometrics. Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. You are also given 4 answer options (associated with "A", "B", "C", "D"), out of which only one is correct. You need to answer the question by selecting the correct option. You should only answer with the choice letter, not the whole answer.
Input: Suppose that a test that the true value of the intercept coefficient is zero results in non-rejection. What would be the appropriate conclusion?
(A)Drop the intercept and re-run the regression (B)Retain the intercept (C)Re-compute the test statistic (D)The regression line is running exactly through the origin

B