Question: Why is it the case that the multiple-correlation coefficient R2 can never get smaller when an explanatory variable is added to the regression equation? [Hint:

Why is it the case that the multiple-correlation coefficient R2 can never get smaller when an explanatory variable is added to the regression equation? [Hint: Recall that the regression equation is fit by minimizing the residual sum of squares, which is equivalent to maximizing R2 (why?).]

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