R²cannot decrease as more independent variables are added to the regression equation.

Question

Quizplus · Accepted Answer

The adjusted R-squared value can either increase or stay the same as more independent variables are added to the regression equation, but it cannot decrease. This is because the adjusted R-squared value penalizes the inclusion of irrelevant independent variables, and adding relevant independent variables can only increase or maintain the goodness of fit of the model.

R2 cannot Decrease as More Independent Variables Are Added to the Regression

R²cannot Decrease as More Independent Variables Are Added to the Regression