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multicollinearity

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correlation collinearity regression statistics variance covariance coefficient variable predictor parameter estimate error bias redundancy dependence independence orthogonality matrix determinant eigenvalue eigenvector singular inverse linear model overfitting underfitting precision accuracy significance p value t test standard error confidence interval residual intercept slope tolerance lasso regularization shrinkage principal component analysis sampling dataset observation feature stochastic deterministic Gaussian distribution normality autocorrelation multivariate econometrics biostatistics psychometrics inference prediction extrapolation interpolation weight scaling normalization standardization

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