[R] R2 always increases as variables are added?

[Alberto Monteiro]

Paul Lynch wrote:
>
> I don't think it makes sense to compare models with
> and without an intercept term.  (Also, I don't know what the point of
> using a model without an intercept term would be, but that is 
> probably just my ignorance.) 
>
Suppose that you are 100% sure that the intercept term is zero, or
so insignifantly small as not to matter. For example, if you are
measuring the density of some material, and you determine a lot
of pairs (mass, volume), you know that mass = density * volume,
with intercept zero.

Alberto Monteiro