When using the t-statistic in multiple regression to determine if a variable should be removed: A) R2 will increase if the variable is removed. B) if |t| 1, the standard error will decrease. C) a large number of independent variables is convenient. D) if |t|

Question

When using the t-statistic in multiple regression to determine if a variable should be removed:
A) R2 will increase if the variable is removed.
B) if |t| > 1, the standard error will decrease.
C) a large number of independent variables is convenient.
D) if |t| < 1, the standard error will increase.

Quizplus · Accepted Answer

The Answer of When using the t-statistic in multiple regression to determine if a variable should be removed:
A) R2 will increase if the variable is removed.
B) if |t| > 1, the standard error will decrease.
C) a large number of independent variables is convenient.
D) if |t| < 1, the standard error will increase.

When Using the T-Statistic in Multiple Regression to Determine If