Prove that the adjusted R 2 in (3-30) rises (falls) when variable x k is deleted from
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Prove that the adjusted R2 in (3-30) rises (falls) when variable xk is deleted from the regression if the square of the t ratio on xk in the multiple regression is less (greater) than 1.
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Let denote the adjusted R 2 in the full regression on K variables including x k and letdenote the ad...View the full answer
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