The coefficient of determination (R²) decreases when an independent variable is added to a multiple regression model.

Question

Quizplus · Accepted Answer

The coefficient of determination (R-squared) is a measure of how much of the variation in the dependent variable can be explained by the independent variables in the regression model. When an independent variable is added to a multiple regression model, the R-squared value is likely to increase because the new variable has the potential to explain additional variation in the dependent variable. Therefore, the statement is false.

The Coefficient of Determination (R2) Decreases When an Independent Variable

The Coefficient of Determination (R²) Decreases When an Independent Variable