A very insignificant independent variable (an independent variable that has a very weak relationship with the dependent variable)is added to a multiple regression equation.As a result of this change,the value of the explained variation (SSR)will _________,the value of the multiple coefficient of determination ( )will _________,and the calculated value of the F statistic will most likely _________.
A) decrease,increase,decrease
B) increase,decrease,decrease
C) increase,increase,increase
D) increase,increase,decrease
E) decrease,decrease,decrease

Question

Quizplus · Accepted Answer

Adding an insignificant variable increases SSR and R² slightly due to more variables, but F-statistic may decrease as the added variable doesn't improve model fit significantly.

A Very Insignificant Independent Variable (An Independent Variable That Has