In multiple regression, the R² increases whenever a regressor is A)added unless the coefficient on the added regressor is exactly zero. B)added. C)added unless there is heterosckedasticity. D)greater than 1.96 in absolute value.

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The R-squared value in multiple regression increases whenever a new regressor is added, unless the coefficient on the added regressor is exactly zero, which would indicate that it has no explanatory power regarding the dependent variable.

In Multiple Regression, the R2 Increases Whenever a Regressor Is

In Multiple Regression, the R² Increases Whenever a Regressor Is