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953668
2017 Sep 05
4
Interesting behavior of lm() with small, problematic data sets
I've recently come across the following results reported from the lm() function when applied to a particular type of admittedly difficult data. When working with
small data sets (for instance 3 points) with the same response for different predicting variable, the resulting slope estimate is a reasonable approximation of the expected 0.0, but the p-value of that slope estimate is a surprising