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