Here, each predictor variable is simulated from a Normal distribution with mean = 0 and variance = 1.0, and each ε_i is simulated from a Normal distribution with mean = 0 and variance = 0.25; the predictor variables are assumed to be independent.
Usage
data("regressiondata.nz.all")
Format
A data frame with 20,000 observations for five variables: y, x_1, x_2, x_3, x_4