Prove that if we add an additional feature to the general linear model, then (R^{2}), the coefficient
Question:
Prove that if we add an additional feature to the general linear model, then \(R^{2}\), the coefficient of determination, is necessarily non-decreasing in value and hence cannot be used to compare models with different numbers of predictors.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Data Science And Machine Learning Mathematical And Statistical Methods
ISBN: 9781118710852
1st Edition
Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev
Question Posted: