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<overview> Regression diagnostics are NOT optional add-ons—they are fundamental to valid inference. A regression model is a hypothesis about the data-generating process, and diagnostics test whether that hypothesis holds. Without diagnostics, you're flying blind: your p-values may be wrong, your confidence intervals misleading, and your conclusions invalid. Every regression analysis MUST include diagnostics.
The consequences of ignoring diagnostics are severe: heteroskedasticit
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