If an additional independent variable, however irrelevant, is added to a multiple regression model, a smaller sum-of-squared

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If an additional independent variable, however irrelevant, is added to a multiple regression model, a smaller sum-of-squared errors will result. Explain why this is so, and discuss the consequences for the interpretation of the coefficient of determination.
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Statistics For Business And Economics

ISBN: 9780132745659

8th Edition

Authors: Paul Newbold, William Carlson, Betty Thorne

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