In a regression model, why does adding variables increase $R^2$ and decrease the SSE?
10967
Why is sum of squared residuals non-increasing when adding explanatory variable?
148679
Modelling with more variables than data points
56894
Is it a problem to get a negative adjusted r-squared?
31884
How to interpret regression coefficients when response was transformed by the 4th root?
109955
regression models and dummy variables
20153
What is the distribution of $R^2$ in linear regression under the null hypothesis? Why is its mode not at zero when $k>3$?
115747
How can I calculate the R-squared of a regression with arima errors using R?
38471
Is it possible to interpret regression output omitting the intercept?
25409
Why does k-fold cross validation generate an MSE estimator that has higher bias, but lower variance then leave-one-out cross-validation?
24616
Qualitative variable coding in regression leads to "singularities"
122659
$R^2$ for mixed models with multiple fixed and random effects
38762
R-squared: X "explains" the percentage of variation of the Y values. Does axis order matter?
139824
Include prior knowledge in regression model
78096
If a variable is found with p-value greater than 0.05, why is it also taken for calculation in the regression equation Y=a+b1*X1+b2*X2?
105136
relation between $R^2$ of simple regression and multiple regression
108959
Why autocorrelation affects OLS coefficient standard errors?
9356
Derivation of the formula for Ordinary Least Squares Linear Regression