Which of the Following Statements About Building Multiple Regression Models

question 13

Multiple Choice

Which of the following statements about building multiple regression models is true?

• A)Automatic model building procedures such as "best subsets" and "stepwise" always select the best multiple regression model.
• B)When comparing among competing multiple regression models, it is best to use R² rather than the adjusted R² for comparison.
• C)It is always preferable to include more rather than fewer predictor variables in a multiple regression model in order to ensure the highest possible value of R.²
• D)When comparing among competing multiple regression models, the best models will have the highest values for s_e.
• E)None of the above.

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