If an additional variable,however irrelevant,is added to a multiple regression model,what is the most likely result?
A)a smaller sum of squared errors
B)a larger sum of squared errors
C)a constant sum of squared errors
D)a smaller regression sum of squares

Question

Quizplus · Accepted Answer

Adding an additional variable to a multiple regression model, regardless of its relevance, typically results in a smaller sum of squared errors because the model has more parameters to adjust to the data, potentially capturing more variance.

If an Additional Variable,however Irrelevant,is Added to a Multiple Regression