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Why do we use adjusted R2 instead of R2 in variable selection? Why do we not...

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Statistics

Why do we use adjusted R2 instead of R2 invariable selection? Why do we not always choose the model with thehighest adjusted R2?

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The adjusted Rsquared compensates for the addition of variables and only increases if the new predictor enhances the model what would be obtained by probability Conversely it will decrease when a predictor improves the model less than what is predicted by chance ie the    See Answer
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