Are the OLS Estimators Normally Distributed in a Linear Regression Model?

What are the distributions of the OLS estimators?

Aaron Zhu
Towards Data Science
6 min readNov 29, 2022

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Photo by Martin Sanchez on Unsplash

We all know that the normality assumption is optional to compute unbiased estimates in a linear regression model. In this post, we will discuss if the OLS estimators in a linear regression model are normally distributed and what assumptions would be needed to…

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Senior Data Analyst | Always looking for new and exciting ways to turn complex data into actionable insights | https://www.linkedin.com/in/aaron-zhu-53105765/