When an explanatory variable is dropped from a multiple regression model,the adjusted r² can increase.

Question

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The adjusted r-square value takes into account the number of explanatory variables in the model. When an explanatory variable is dropped, the adjusted r-square can increase if the remaining variables have a stronger relationship with the response variable. This indicates that the model is more accurate in predicting the response variable with fewer variables.

When an Explanatory Variable Is Dropped from a Multiple Regression