In a multiple regression analysis,the current model has three independent variables.The analyst decides to add another (fourth)independent variable while retaining the other three independent variables.As a result of this addition,the value of MSE will ____________ decrease.
A)Always
B)Sometimes
C)Never

Question

Quizplus · Accepted Answer

The addition of a fourth independent variable may or may not necessarily decrease the value of MSE. The decrease in MSE depends on whether the new independent variable is relevant and improves the fit of the model. If the new independent variable has a significant impact on the dependent variable, then the addition of the variable will improve the model fit and lead to a decrease in MSE. However, if the new independent variable is not relevant or does not improve the fit, then it may increase the error and lead to an increase in MSE. Therefore, the answer is sometimes.

In a Multiple Regression Analysis,the Current Model Has Three Independent