how-does-multicollinearity-affect-the-interpretation-of-r-in-a-regression-model

Question

How does multicollinearity affect the interpretation of R² in a regression model?

Accepted Answer

Multicollinearity can inflate the R² value, making the model appear better than it is.

Answer

Multicollinearity improves the model's predictive power.

Answer

Multicollinearity decreases the R² value.

Answer

Multicollinearity has no effect on R².