There are four statements below. Which one of them is true?

	a.	The coefficient of determination (R2) decreases when an independent variable is added to a multiple regression model.
	b.	A larger error variance makes it difficult to estimate the partial effect of any of the independent variables on the dependent variable.
	c.	A larger variance for a coefficient (βj) means a more precise estimator.
	d.	The key assumption for the general multiple regression model is that all factors in the unobserved error term are correlated with the explanatory variables.

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Answer i The coefficient of determination R 2 increas... View the full answer