R²cannot decrease as more independent variables are added to the regression equation.

Question

Quizplus · Accepted Answer

The R-squared value cannot decrease as more independent variables are added to the regression equation because the R-squared value measures the proportion of variance in the dependent variable that is explained by the independent variables. As more independent variables are added to the equation, the amount of variance explained by the model can only increase or stay the same.

R2 cannot Decrease as More Independent Variables Are Added to the Regression

R²cannot Decrease as More Independent Variables Are Added to the Regression