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Which of the Following Are Often Considered Disadvantages of the Use

Question 13

Multiple Choice

Which of the following are often considered disadvantages of the use of adjusted R2 as a variable addition / variable deletion rule?
(I) Adjusted R2 always rises as more variables are added
(ii) Adjusted R2 often leads to large models with many marginally significant or marginally insignificant variables
(iii) Adjusted R2 cannot be compared for models with different explanatory variables
(iv) Adjusted R2 cannot be compared for models with different explained variables.


A) (ii) and (iv) only
B) (i) and (iii) only
C) (i) , (ii) , and (iii) only
D) (i) , (ii) , (iii) , and (iv) .

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