When an explanatory variable is dropped from a multiple regression model,the adjusted coefficient of determination can increase.

Question

Quizplus · Accepted Answer

This can happen if the dropped explanatory variable was not significant and was not adding any meaningful information to the model. By dropping it, the model becomes more parsimonious and the remaining variables may have a stronger relationship with the response variable, leading to an increase in the adjusted coefficient of determination.

When an Explanatory Variable Is Dropped from a Multiple Regression