I've tried pointing this out for years now. Can't do a regression and declare, oh, "it's race" when two are linked. http://www.politico.com/story/2017/06/13/trump-white-voters-immigration-muslims-239446 …pic.twitter.com/upSeTeJui3
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No, there are multiple sources of error in a model, and in the kind of probability models we had, correlated error was mostly ignored.
You are using a specific technical term - error - in several senses at once is why this is confusing.
Model error is the difference of reality and prediction. The problem, if I am reading you correctly, that you are focused on is the +
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