Question: Prove that the adjusted R 2 in (3-30) rises (falls) when variable x k is deleted from the regression if the square of the t
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.
Step by Step Solution
3.29 Rating (161 Votes )
There are 3 Steps involved in it
Let denote the adjusted R 2 in the full regression on K variables including x k and letdenote the ad... View full answer
Get step-by-step solutions from verified subject matter experts
Document Format (2 attachments)
1619_60641d70615d5_699608.pdf
180 KBs PDF File
1619_60641d70615d5_699608.docx
120 KBs Word File
