(a)(10 point)Consider the two linear regression models:· Model1:y=a+a1X1+a2X2+u1· Model2:=0+31X1+B2X2+3X3+34X4+u2 Prove that R2 of the Model 2's OLS regression result is always greater than or equal to that of the Model 1's OLS regression result. (b)(5 point) Is there any downside for using a plain R2for a regression? If so, how do we fix it?
没有找到相关结果