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    Introduction to Econometrics Study Set 1
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    Exam 6: Linear Regression With Multiple Regressors
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    In Multiple Regression,the R2 Increases Whenever a Regressor Is
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In Multiple Regression,the R2 Increases Whenever a Regressor Is

Question 26

Question 26

Multiple Choice

In multiple regression,the R2 increases whenever a regressor is


A) added unless the coefficient on the added regressor is exactly zero.
B) added.
C) added unless there is heterosckedasticity.
D) greater than 1.96 in absolute value.

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