When an additional explanatory variable is introduced into a multiple regression model,the coefficient of multiple determination will never decrease.

Question

Quizplus · Accepted Answer

The coefficient of multiple determination, also known as R-squared, measures the proportion of variance in the dependent variable that is accounted for by the independent variables in the regression model. When an additional explanatory variable is introduced, the model becomes more complex and has more variables that can potentially explain the variance in the dependent variable. Therefore, the R-squared value will either increase or stay the same, but it cannot decrease.

When an Additional Explanatory Variable Is Introduced into a Multiple