NO.PZ2023040502000007
问题如下:
Mike
is investigating whether any significant relationship exists between a company’s
profitability and either of these two characteristics, management turnover and
publicly available environmental, social, and governance (ESG) ratings.
He determines that
dividend growth is not a linear combination of CEO tenure and ESG rating. He is
unclear about how additional independent variables would affect the significance
of the regression, so he asks you, “Will both R2 and adjusted R2
automatically increase if I add dividend growth as a third independent
variable?”
Your best answer is:
选项:
A.no for R2 and no for adjusted R2
yes for R2 and no for adjusted R2
yes for R2 and yes for adjusted R2
解释:
When you add an additional independent variable to the
regression model, the amount of unexplained variance will decrease, provided
the new variable explains any of the previously unexplained variation. This
result occurs as long as the new variable is even slightly correlated with the
dependent variable.
dividend growth is not a linear combination of CEO tenure and ESG rating,这句话的意思是没有多重共线性,我理解的就是如果没有多重共线性,adjusted R2会上升,但事实上这两者其实并没有关系吗?