Adding any independent variable to a regression model will i

Adding any independent variable to a regression model will increase

	adjusted R2 or .
	s.
	MSE.
	R2.
	the length of all prediction intervals.

Adding any independent variable to a regression model will increase adjusted R2 or R2 . s. MSE. R2. the length of all prediction intervals.

Solution

Adding any independent variable to a linear regression model will always increase the unadjusted R² value.