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==Linear regression models==
{{main|Linear regression}}
For the regression case, the [[statistical model]] is as follows. Given a (random) sample <math> (Y_i, X_{i1}, \ldots, X_{ip}), \, i = 1, \ldots, n </math> the relation between the observations ''Y<sub>i</sub>'' and the [[independent variables]] ''X<sub>ij</sub>'' is formulated as
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