Change in adjusted R2. Prove that the adjusted R2 in (3-30) rises (falls) when variable xk is

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Change in adjusted R2. 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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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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Question Posted: Nov 11, 2010 02:51 AM

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Change in adjusted R2. Prove that the adjusted R2 in (3-30) rises (falls) when variable xk is

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