Effect of size of data on the confidence on the coefficients in Linear regression?
What is the impact of size data on the confidence (p-value) of model coefficients?. Does increasing the size of data always improve the confidence in the model coefficients? Suppose I have 100 data points. I created another data from the same data by duplicating the original data 100 times. i.e. I have 100,000 data points now. If I run the model on two data sets, what would impact the model coefficients and why? I appreciate any help you can provide.
Topic confidence pvalue linear-regression
Category Data Science