Prove that if we add an additional feature to the general linear model, then (R^{2}), the coefficient

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Prove that if we add an additional feature to the general linear model, then $R^{2}$, the coefficient of determination, is necessarily non-decreasing in value and hence cannot be used to compare models with different numbers of predictors.

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Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

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Question Posted: May 19, 2024 02:04 AM

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Prove that if we add an additional feature to the general linear model, then (R^{2}), the coefficient

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Data Science And Machine Learning Mathematical And Statistical Methods

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