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Even then, linear regression doesn’t assume that. Particular ways to interpret the coefficients will assume that, but other interpretations are more general. Th
by 6gvONxR4sf7o 6y ago
Even then, linear regression doesn’t assume that. Particular ways to interpret the coefficients will assume that, but other interpretations are more general. The question of what the coefficients represent when the simplest assumptions break down is interesting and important to understand if you want to use it in the real world where assumptions are never really true, but often close enough.