20,000 samples of simulated data. The response values *y_i* are simulated according to the following:

*y_i = 0.76 - 0.92*x_{i1} + 0.64*x_{i2} + 0.57*x_{i3} - 1.65*x_{i4} + ε_i. *

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.

1 | ```
data("regressiondata.nz.all")
``` |

A data frame with 20,000 observations for five variables: *y, x_1, x_2, x_3, x_4*

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