<p>Two recent questions:</p>

<ul>
<li><a href="https://stats.stackexchange.com/q/391307/1352">Regression - variance of predictions much lower than variance of target</a>, which I voted to close as a duplicate of </li>
<li><a href="https://stats.stackexchange.com/q/390210/1352">Regression predictions show far less variance than expected</a></li>
</ul>

<p>I am sure we have had this question before, but <a href="https://stats.stackexchange.com/search?q=variance+of+predictions+lower+than+variance+of+observations">a simple search</a> did't show anything that seemed useful, nor was there anything among the "related" threads.</p>

<p>Do we have a canonical duplicate for this kind of questions? If not, should we have one?</p>
