关于 adjust R square 和F检验的比较，已黏贴教材原文

以下为教材答案和问题，adjust R square 从公式看也进行了有关自由度的调整，为什么解释性不如F检验？答案没看明白

答案 C is correct. In a multiple linear regression (as compared with simple regression),

R

²

is less appropriate as a measure of whether a regression model fits the data well. A high adjusted

R

²

does not necessarily indicate that the regression is well specified in the sense of including the correct set of variables. The

F

-test is an appropriate test of a regression’s overall significance in either simple or multiple regressions.

问题：In interpreting the overall significance of your regression model, which statistic do you believe is most relevant:

R

²

, adjusted

R

²

, or the

F

-statistic?