Question: please answer Suppose we estimate a linear regression model that has three explanatory variables. If we add a fourth explanatory variable whose unknown coefficient is
please answer

Suppose we estimate a linear regression model that has three explanatory variables. If we add a fourth explanatory variable whose unknown coefficient is zero (i.e. the fourth explanatory variable has no effect on the dependent variable), then it is possible for the regression with four explanatory variables to have a smaller R-squared than the regression with only three explanatory variables. (The dependent variable is the same in the two regressions.) O True False
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