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Adjusted R2 does not necessarily increase as additional regressors are introduced into the model. True/False? Solution True. Because the adjusted R2 has a built-in penalty for the number of regressors, it can go down when irrelevant variables are added to the model..

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Adjusted R2 does not necessarily increase as additional regressors are introduced into the model. True/False? Solution True. Because the adjusted R2 has a built-in penalty for the number of regressors, it can go down when irrelevant variables are added to the model.

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pAdjusted Rsup2  supdoes not necessarily increase a.pdf

  • 1. Adjusted R2 does not necessarily increase as additional regressors are introduced into the model. True/False? Solution True. Because the adjusted R2 has a built-in penalty for the number of regressors, it can go down when irrelevant variables are added to the model.