If an additional explanatory variable was added to the model, what would happen to R2?
A) It would stay the same or increase.
B) It would always increase.
C) It would decrease.
D) It would stay the same or decrease.
E) The effect cannot be determined from this information.

Question

Quizplus · Accepted Answer

Adding an additional explanatory variable would increase the explanatory power of the model, leading to the R2 value either staying the same or increasing.

If an Additional Explanatory Variable Was Added to the Model