A subject of ongoing debate.
Certainly some of the broodies I've known seem to have decided after a few days that some eggs were not fertile or otherwise not going to hatch and chucked these eggs out of the nest.
I'm not certain how one would go about trying to prove this one way or another.
There are a few reasons a hen might keep a none fertile egg in the nest.
She may not be able to remove it.
It's part of the clutch structure and provides insulation and positioning valuue
To eat the egg