Dropping an independent variable from a multiple linear regression model will always result in A)An increase in the MSE value B)An increase in the R² value C)A decrease in the R² value D)A decrease in the MSE value

Question

Quizplus · Accepted Answer

Dropping an independent variable from a multiple linear regression model will always result in a decrease in the R² value because R² represents the proportion of variance explained by the model, and removing a variable can only reduce this explanatory power.

Dropping an Independent Variable from a Multiple Linear Regression Model