NO.PZ2019040801000045
问题如下：
When interpreting the R2 and adjusted R2 measures for a multiple regression，some pitfalls that could lead to invalid conclusions, which of the following statement is wrong?
选项：
A. The R2 measure may be spurious, meaning that the independent variables may show a high R2; however, they are not the exact cause of the movement in the dependent variable.
B. If adding an additional independent variable to the regression improves the R2, this variable is necessarily statistically significant.
C. If the R2 is high, we cannot assume that we have found all relevant independent variables.
D. The R2 measure does not provide evidence that the most or least appropriate independent variables have been selected.
解释：
B is correct
考点：R方和调整R方的统计意义
解析：R方高的时候实际解释力度不一定强，更不能说明我们发现了所有的解释变量，可能仍然有遗漏变量可以提升解释力度。
选项b的描述怎么改能是正确的呢