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What does R-squared measure in a regression model?

  1. A The proportion of variance in the target explained by the model
  2. B The average prediction error
  3. C The model's statistical significance
  4. D The number of significant predictors
Answer

The proportion of variance in the target explained by the model

R-squared never decreases when predictors are added, which is why adjusted R-squared is preferred for comparing models.

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