Which statement correctly describes the 'Adjusted R2R^2R2'?
It is always less than or equal to R2R^2R2.
It penalizes the model for adding unnecessary variables.
It increases if a new variable adds no explanatory power.
It is equal to 1−SSE/(n−k−1)SST/(n−1)1 - \frac{SSE / (n - k - 1)}{SST / (n - 1)}1−SST/(n−1)SSE/(n−k−1).