Which of the following is not true when we add an independent variable to a multiple regression model?
A)The adjusted coefficient of determination can assume a negative value.
B)The unadjusted coefficient of determination always increases.
C)The unadjusted coefficient of determination may increase or decrease.
D)The adjusted coefficient of determination may increase.

Question

Quizplus · Accepted Answer

When an independent variable is added to a multiple regression model, the unadjusted coefficient of determination (R-squared) always increases or stays the same because it reflects the proportion of the variance in the dependent variable that is predictable from the independent variables. It does not decrease because adding a variable can only explain more variance, not less, even if the new variable is only marginally useful.

Which of the Following Is Not True When We Add