A student regressed Y against both X and X 2 and obtained the following output tables. Because
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Question:
A student regressed Y against both X and X2 and obtained the following output tables.
Because X2 is not significant at the 0.05 level, the student reran the regression after dropping X2 and obtained the following output tables.
Why does dropping a variable that is not significant cause a big decrease in adjusted r squared?
Related Book For
Statistics For Business And Economics
ISBN: 9780132745659
8th Edition
Authors: Paul Newbold, William Carlson, Betty Thorne
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