In a multiple regression analysis,the current model has three independent variables.The analyst decides to add another (fourth)independent variable from the same data set 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

Adding a new variable to a regression model can sometimes decrease the MSE if the new variable improves the model's explanatory power. However, this is not guaranteed, as the new variable might not be significantly related to the dependent variable, or it might introduce multicollinearity, which could potentially worsen the model's performance.

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