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In a multiple regression model, which of the following is correct regarding the value of adjusted...

In a multiple regression model, which of the following is correct regarding the value of adjusted R^2?

a. It has to be between 0 and 1, including 0 and 1

b. It has to be larger than zero

c. It can be negative

d. It has to be larger than the coefficient of determination

e. It can be larger than 1

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Answer #1

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Answer:

The adjusted R^2 can be negative as it tends to penalize the regular R^2 if the choice of variables is incorrect. Other options including greater than and between 0 and 1 is false.

Hence Option C

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