Which of the following is true, in the context of the multiple regression model? Select all that apply. -2 R can have a negative value. -2 R will never decrease when we include an extra independent variable into the regression model. -2 R is always greater than R². As n (the number of observations in the sample) increases, the difference between R² and R² reduces. -2 -2 A high R² or suggests the absence of an omitted variable bias. As you add irrelevant regressors to a regression model, R² will never decrease.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Which of the following is true, in the context of the multiple
regression model?
Select all that apply.
-2
R can have a negative value.
-2
R will never decrease when we include an extra independent
variable into the regression model.
-2
R is always greater than R².
As n (the number of observations in the sample) increases, the
difference between R² and R² reduces.
-2
A high R² or suggests the absence of an omitted variable bias.
As you add irrelevant regressors to a regression model, R² will
never decrease.
Transcribed Image Text:Which of the following is true, in the context of the multiple regression model? Select all that apply. -2 R can have a negative value. -2 R will never decrease when we include an extra independent variable into the regression model. -2 R is always greater than R². As n (the number of observations in the sample) increases, the difference between R² and R² reduces. -2 A high R² or suggests the absence of an omitted variable bias. As you add irrelevant regressors to a regression model, R² will never decrease.
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