Would P-value be same for confidence level 95 and 99 in simple linear regression
In a simple linear regression task, I got same P-value for confidence levels 95 and 99.
If above case is true
Assume I ran a simple linear regression with confidence level 95, and the P-value happens to be 0.009. Since the P-value is too low, Can I say that my statistic is significant at confidence level 99?