Adding any independent variable to a regression model will increase A)Adjusted R² or B)s C)MSE D)R² E)The length of all prediction intervals

Question

Quizplus · Accepted Answer

Adding any independent variable to a regression model will always increase R², as R² measures the proportion of variance explained by the model, and adding more variables can only increase or maintain this proportion.

Adding Any Independent Variable to a Regression Model Will Increase