In a multiple regression model, adding more independent variables that have a low correlation with the dependent variable will decrease the value of the coefficient of multiple determination.

Question

Quizplus · Accepted Answer

The coefficient of multiple determination (R-squared) can only decrease or remain the same when adding independent variables, regardless of their correlation with the dependent variable. It will only increase if the new variables have a high correlation with the dependent variable.

In a Multiple Regression Model, Adding More Independent Variables That