R² cannot decrease as more independent variables are added to the regression equation.

Question

Quizplus · Accepted Answer

The R² value represents the proportion of variance in the dependent variable that is explained by the independent variables in the regression model. As more independent variables are added to the model, the R² value can only increase or stay the same, but it cannot decrease. This is because each additional independent variable has the potential to explain more of the variance in the dependent variable, and thus increase the R² value.

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