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统计里线性回归,有关r平方和调整r问题

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统计里线性回归,有关r平方和调整r问题
In a regression analysis,if a new independent variable is added and R-squared increases and adjusted R-squared decreases precipitously,what can be concluded?
1.The new independent variable improves the predictive power of the regression model.
2.The new independent variable does not improve the predictive power of the regression model.
3.The regression was performed incorrectly.It is impossible for R-squared to increase and adjusted R-squared decrease simultaneously.
4.The new independent variable's coefficient is not significant at the 0.01 level.
选择2.
随着解释变量的增加,无论解释变量是否真的与被解释变量相关,R²都会提高
引入调整后的R²,则可以度量“真正的相关性”,它不会随着无关解释变量的引入而显著提高.
校正的R方=1-(SSe/dfe)/(SSt/dft),也就是在R方的基础上 用自由度进行校正.