With enough variables, it is possible to get an $\mathrm { R } ^ { 2 }$ value close to 1, even if the variables have no particular
meaning in the model.

Question

Quizplus · Accepted Answer

The $\mathrm { R } ^ { 2 }$ value measures the proportion of variance in the dependent variable that is explained by the independent variables in a model. If enough independent variables are added to a model, even if they have no meaningful relationship with the dependent variable, the $\mathrm { R } ^ { 2 }$ value will increase as it accounts for more and more variance in the dependent variable. This is why it is important to carefully select and justify the inclusion of independent variables in a model.

With Enough Variables, It Is Possible to Get An R2\mathrm { R } ^ { 2 }R2

With Enough Variables, It Is Possible to Get An $\mathrm { R } ^ { 2 }$