In regression, Why correlated error terms makes overconfidence?
108959
Why autocorrelation affects OLS coefficient standard errors?
132863
How do I interpret the results of a regression which involves interaction terms?
10967
Why is sum of squared residuals non-increasing when adding explanatory variable?
45866
How to infer correlations from correlations
33823
Forcing smoothness of regression coefficients
135975
Why would one suppress the intercept in linear regression?
149164
Apparent correlation between standardized residuals and predicted in regression
27929
Understanding shape and calculation of confidence bands in linear regression
128778
How to deal with high correlation among predictors in multiple regression?
99864
Using a regression model to make prediction: When to stop?
55707
Why does the correlation coefficient between X and X-Y random variables tend to be 0.7
107573
Does the slope of a regression between observed and predicted values always equal the $R^2$ of the original model?
54879
Using x to predict y when they are highly correlated
85330
Why do we use residuals to test the assumptions on errors in regression?
124715
Multicollinearity when individual regressions are significant, but VIFs are low
7970
Why does the product of the bivariate regression coefficients of the $y$-on-$x$ line and $x$-on-$y$ line equal the square of the correlation?
54795
Estimate error on slope of linear regression given data with associated uncertainty