I have tried many times to understand this and thus far failed every time. What does it mean to say that data is orthogonal? Can you provide an example of data that would be orthogonal versus data that would not be orthogonal?
Simply put, orthogonality means “uncorrelated.” An orthogonal model means that all independent variables in that model are uncorrelated. If one or more independent variables are correlated, then that model is non-orthogonal.
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