In a regression setting, if you add a predictor variable to an existing model, the value of will either remain the same or increase. However, in selecting a model, you should consider the value of the adjusted as well as .

Question

In a regression setting, if you add a predictor variable to an existing model, the value of  will either remain the same or increase. However, in selecting a model, you should consider the value of the adjusted  as well as  .

Quizplus · Accepted Answer

When adding a predictor to an existing model, the value of R-squared will either remain the same or increase. However, R-squared alone may not be a good measure of the quality of the model, and it is necessary to consider adjusted R-squared, as well as other metrics such as AIC or BIC, when selecting a model.

In a Regression Setting, If You Add a Predictor Variable