If You Rerun a Regression, Omitting a Predictor X₅, Which

question 105

Multiple Choice

If you rerun a regression, omitting a predictor X₅, which would be unlikely?

• A)The new R² will decline if X₅ was a relevant predictor.
• B)The new standard error will increase if X₅ was a relevant predictor.
• C)The remaining estimated β's will change if X₅ was collinear with other predictors.
• D)The numerator degrees of freedom for the F test will increase.

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