Are the Error Terms Normally Distributed in a Linear Regression Model?
Justification for the Normality Assumption
Published in
8 min readNov 23, 2022
In a linear regression model, the normality assumption (i.e., the error term is normally distributed) NOT required for calculating unbiased estimates. In this post, we’ll discuss under what situations we would need this normality assumption, why it is reasonable to make such…