In a linear regression problem, we are using “R-squared” to measure goodness-of-fit. We add a feature in linear regression model and retrain the same model.
Which of the following option is true?
A. If R Squared increases, this variable is significant.
B. If R Squared decreases, this variable is not significant.
C. Individually R squared cannot tell about variable importance. We can’t say anything about it right now.
D. None of these.