Which of the Following Is Not True About the Best

question 32

Multiple Choice

Which of the following is not true about the best regression models?

• A) They definitely have more predictors than the regular models.
• B) They have a relatively high R2 value.
• C) They have predictors that are reliably measured and relatively unrelated to each other.
• D) They have no cases with extraordinarily high leverage that might dominate and alter the model.
• E) They have relatively small P-values for the F- and t-statistics.