With multiple regression, it is possible to have a significant R², even if none of the individual predictor variables are statistically significant.

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Quizplus · Accepted Answer

This is because multiple regression takes into account the combined effect of all predictor variables, rather than just looking at their individual effects in isolation. Thus, a set of predictor variables that may not be significant individually can still have a significant impact on the outcome variable when combined in a multiple regression model.

With Multiple Regression, It Is Possible to Have a Significant