Example with interactions
If we have the next function:
\[\begin{equation} f(X^1, X^2) = (X^1 + 1)\cdot X^2 \end{equation}\]
- \(X^1\) and \(X^2\) are uniformly distributed over the interval \([-1,1]\)
- \(X^1\) and \(X^2\) are perfectly correlated, i.e., \(X^2 = X^1\).
- The sum of the 8 observed values is equal to 0.
i | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
---|---|---|---|---|---|---|---|---|
\(X^1\) | -1 | -0.71 | -0.43 | -0.14 | 0.14 | 0.43 | 0.71 | 1 |
\(X^2\) | -1 | -0.71 | -0.43 | -0.14 | 0.14 | 0.43 | 0.71 | 1 |
\(y\) | 0 | -0.2059 | -0.2451 | -0.1204 | 0.1596 | 0.6149 | 1.2141 | 2 |