The value of adjusted R² always goes up when a nontrivial explanatory variable is added to a regression model.

Question

Quizplus · Accepted Answer

Adding a nontrivial explanatory variable to a regression model does not guarantee an increase in the adjusted R-squared value because this metric also accounts for the number of predictors in the model relative to the sample size, potentially decreasing if the added variable does not sufficiently explain the variability in the response variable.

The Value of Adjusted R2 Always Goes Up When a Nontrivial

The Value of Adjusted R² Always Goes Up When a Nontrivial