老师，请问multiple R是什么呢？

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：

Adjusted R² decreases since adding MOM does not improve the overall explanatory power of Model 3

Adjusted R² increases since adding SMB improves the overall explanatory power of Model 2

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, indicating it does not improve the overall explanatory power of Model 3