Inferential Statisticshard
0:00.0

In a multiple linear regression model Y=Xβ+ϵY = X\beta + \epsilon with nn observations and pp predictors, the residual sum of squares is SSR=(yiy^i)2SSR = \sum(y_i - \hat{y}_i)^2. If we add an irrelevant predictor variable to the model, what happens to the Adjusted R2R^2?