Which of the following is not true about the best regression models?
A) They have relatively many predictors.
B) They have a relatively high R2 value.
C) They have predictors that are reliably measured and relatively unrelated to each other.
D) They have no cases with extraordinarily high leverage that might dominate and alter the model.
E) They have relatively small P-values for the F- and t-statistics.

Question

Quizplus · Accepted Answer

The best regression models do not have relatively many predictors. Instead, they have a subset of predictors that are most predictive of the outcome variable, while still meeting the assumptions of linear regression. Having too many predictors can lead to overfitting the model and decreased generalizability to new data.

Which of the Following Is Not True About the Best