If you rerun a regression, omitting a predictor X₅, which would be unlikely? A)The new R² will decline if X₅ was a relevant predictor. B)The new standard error will increase if X₅ was a relevant predictor. C)The remaining estimated β's will change if X₅ was collinear with other predictors. D)The numerator degrees of freedom for the F test will increase.

Question

Quizplus · Accepted Answer

The numerator degrees of freedom for the F test is determined by the number of predictors in the model. Removing a predictor (X₅) would decrease, not increase, the numerator degrees of freedom.

If You Rerun a Regression, Omitting a Predictor X5, Which

If You Rerun a Regression, Omitting a Predictor X₅, Which