The value of r² can never decrease when more variables are added to the model.

Question

Quizplus · Accepted Answer

The value of r² (i.e., the coefficient of determination or R-squared) can never decrease when more variables are added to the model, as the added variables can only increase the amount of variation that can be explained by the model. However, adding more variables may not necessarily increase the value of R-squared either, as some variables may not have a significant impact on the outcome and may even decrease the accuracy of the model.

The Value of R2 Can Never Decrease When More Variables

The Value of R² Can Never Decrease When More Variables