query: Why, intuitively, does redundancy in a multiple linear regression increase the standard error of the partial regression coefficients?
positive_passages.docid: 75278
positive_passages.text: What is the effect of having correlated predictors in a multiple regression model?
negative_passages.docid: 56923
negative_passages.text: Are estimates of regression coefficients uncorrelated?
negative_passages.docid: 11949
negative_passages.text: How does the standard error work?
negative_passages.docid: 135975
negative_passages.text: Why would one suppress the intercept in linear regression?
negative_passages.docid: 149164
negative_passages.text: Apparent correlation between standardized residuals and predicted in regression
negative_passages.docid: 105136
negative_passages.text: relation between $R^2$ of simple regression and multiple regression
negative_passages.docid: 57271
negative_passages.text: Testing equality of coefficients from two different regressions
negative_passages.docid: 108610
negative_passages.text: How to derive the least square estimator for multiple linear regression?
negative_passages.docid: 54112
negative_passages.text: Linear regression what does the F statistic, R squared and residual standard error tell us?
negative_passages.docid: 10967
negative_passages.text: Why is sum of squared residuals non-increasing when adding explanatory variable?
negative_passages.docid: 98061
negative_passages.text: How to interpret coefficient standard errors in linear regression?
negative_passages.docid: 58017
negative_passages.text: When is it necessary to estimate the covariance matrix instead of calculating it directly?
negative_passages.docid: 98586
negative_passages.text: Mathematical Basis behind inflation of Standard errors of Regression estimates due to multicollinearity
negative_passages.docid: 156490
negative_passages.text: Residual standard error difference between optim and glm
negative_passages.docid: 135366
negative_passages.text: Why does the linear regression of "x on y" intersect with the linear regression of "y on x" at (x̄, ȳ)?
negative_passages.docid: 77307
negative_passages.text: Why does inversion of a covariance matrix yield partial correlations between random variables?
negative_passages.docid: 135727
negative_passages.text: Error Measures, why is the sum halved? why not use the absolute value?