If an independent variable is added to a multiple regression model, the R² value A) becomes larger or smaller depending on the statistical significance of the variable. B) becomes larger even if the variable added is not statistically significant. C) might or might not become larger even if the variable added is statistically significant. D) is not affected by the variable added even if it is statistically significant.

Question

Quizplus · Accepted Answer

Adding any variable to a multiple regression model, regardless of its statistical significance, will always increase the R-squared value because it explains more of the variance in the dependent variable, even if the explanation is minimal.

If an Independent Variable Is Added to a Multiple Regression