For the multiple linear regression define in (a) write the expression of coefficier determination, R. R? always increases (or at least remain unchanged) if a covariate is added in the model. Why? What is the remedy? Explain how does Romodi, Worl

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(b) For the multiple linear regression define in (a) write the expression of coefficient of
determination, R². R² always increases (or at least remain unchanged) if a new
covariate is added in the model. Why? What is the remedy? Explain how does the
remedy work.
Transcribed Image Text:(b) For the multiple linear regression define in (a) write the expression of coefficient of determination, R². R² always increases (or at least remain unchanged) if a new covariate is added in the model. Why? What is the remedy? Explain how does the remedy work.
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