If you rerun a regression,omitting a predictor X5,which would be unlikely?
A)The new R2 will decline if X5 was a relevant predictor.
B)The new standard error will increase if X5 was a relevant predictor.
C)The remaining estimated β's will change if X5 was collinear with other predictors.
D)The numerator degrees of freedom for the F test will increase.

Question

Quizplus · Accepted Answer

Omitting a predictor will result in a decrease in the numerator degrees of freedom for the F test because the number of predictors in the model has decreased by one. Therefore, option D is unlikely to occur. Options A, B, and C are all likely to occur if X5 was a relevant predictor or collinear with other predictors.

If You Rerun a Regression,omitting a Predictor X5,which Would Be