NO.PZ202208220100000201
问题如下：
Determine which one of the following reasons for the change in adjusted R2 from Model 2 to Model 3 is most likely to be correct.
选项：
A.Adjusted R2 decreases since adding MOM does not improve the overall explanatory power of Model 3. B.Adjusted R2 increases since adding SMB improves the overall explanatory power of Model 2. C.Adjusted R2 decreases since adding MOM improves the overall explanatory power of Model 3.解释：
A is correct. Adjusted R2 in Model 3 decreases to 0.844 from 0.846 in Model 2.Model 3 includes all independent variables from Model 2, while adding MOM.Adding variables to a regression model always either increases R2 or causes it to stay the same. But adjusted R2 only increases if the new variable meets a threshold of significance, |t-statistic| > 1. MOM does not meet this threshold, indicatingit does not improve the overall explanatory power of Model 3.
从 M OM的Pvalue 是不是 也能看出来？P很大，说明要接受原假设。
可以这样理解吗？
