If we increase the number of independent variables in a multiple regression model,the F statistic will always increase.

Question

Quizplus · Accepted Answer

The F statistic may not always increase with more independent variables because it depends on the overall fit of the model and the significance of the added variables. Adding variables that do not improve the model's fit can lead to a decrease or no change in the F statistic.

If We Increase the Number of Independent Variables in a Multiple