All of the following about multiple regression are true EXCEPT:
A) R² cannot be less than the highest bivariate r² between an independent variable and the dependent variable.
B) R² will be larger when the correlations between independent variables are low.
C) If the independent variables are uncorrelated, then R² will be the sum of the bivariate r² of each independent variable with the dependent variable.
D) Adjusted R² adjusts for the number of independent variables and sample size.
E) R² can decrease as more independent variables are added to the regression equation.
Correct Answer:
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