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