Even though an explanatory variable may be a significant predictor for Y when used alone, it may not be useful in a multiple regression model containing other explanatory variables.
True or false?
Even though an explanatory variable may be a significant predictor for Y when used alone, it may not be useful in a multiple regression model containing other explanatory variables.
ans-> True
Let us assume, X is a significant predictor for Y when used alone.
because there may be other explanatory variables which are linear function of X, so X and other linear function of X will not be significant predictor for Y in multiple regression, we should keep only one of them and that will be a significant predictor for Y in multiple regression.
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