A researcher collected data on religious affiliation and involvement in gambling. Religious affiliation was a polytomous variable with four categories; namely, Christian, Buddhist, Muslim, and “No religion”. Three dummy variables (0,1), called Christian, Buddhist, and Muslim, were created to represent Christian, Buddhist, and Muslim affiliations, respectively. In a stepwise multiple regression to predict gambling, Christian and Buddhist were the two predictors selected. In interpreting the effect of Christian in this regression, which one of the following statements is definitely true?
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