In a multiple regression model,which of the following is correct regarding the value of the adjusted r²? A) It has to be larger than the coefficient of multiple determination. B) It can be larger than 1. C) It can be negative. D) It has to be positive.

Question

Quizplus · Accepted Answer

The adjusted R-squared can be negative if the chosen model fits worse than a horizontal line (or mean value). This occurs when the model's explanatory power is essentially non-existent, leading to worse predictions than simply using the mean of the observed outcomes.

In a Multiple Regression Model,which of the Following Is Correct