Which of the following measures of fit penalizes a researche

Which of the following measures of fit penalizes a researcher for estimating many coefficients with relatively little data?

a) t-statistic

b) R-square

c) Adjusted R-square

d) Neither the t-statistic, the R-square, nor the adjusted R-square

Solution

Which of the following measures of fit penalizes a researcher for estimating many coefficients with relatively little data?

c) Adjusted R-square.

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