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Forum: Regression simulation with varying parameters

Hello,

I would like to ask if anyone can help me with a matter. I am trying to generate some data for a multiple regression. The problem is that I do not know how to create my data, considering the fact that I want some of my parameters to vary. What I mean is that I want to predefine several factors for multicollinearity, then for the magnitude of noise to error ratio, and different coefficient vectors. I want to be able to define a certain data, based on the specifications I want. or compare some selection methods inside one factor. Thank you

r

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