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.
Correct Answer:

Verified
Correct Answer:
Verified
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