In using a regression model, if a new independent variable is added, the value o

Question

In using a regression model, if a new independent variable is added, the value of the R2(coefficient of multiple determination) will ___________ decrease.

sometimes

always

never

Consider a multiple regression analysis with 20 observations on each of three independent variables and the dependent variable. When performing an overall F test for the model, the critical F value would have ______ numerator degrees of freedom and _______ denominator degrees of freedom.

3, 19

3, 17

3, 20

3, 16

4, 16

A multiple regress model is fit using five independent variables. A sixth independent variable is added from the data set and the model is refit. As a result, the value of explained variation (SSR) will _________, and the value of multiple coefficient of determination (R2) will _________.

stay the same, increase

increase, stay the same

decrease, increase

increase, increase

increase, decrease

Explanation / Answer

Solution:-
1) option C. never

EXplanation: In using a regression model, if a new independent variable is added, the value of the R2(coefficient of multiple determination) will never decrease.

2)option A. 3,19

Explanation : degrees of freedom = n-1 = 20 -1 = 19

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