Why is it the case that the multiple-correlation coefficient R2 can never get smaller when an explanatory
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Why is it the case that the multiple-correlation coefficient R2 can never get smaller when an explanatory variable is added to the regression equation? [Hint: Recall that the regression equation is fit by minimizing the residual sum of squares, which is equivalent to maximizing R2 (why?).]
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Related Book For
Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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