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For linear regression there is no need for independent or dependent variables to be normally distributed. #14

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vasili111 opened this issue Aug 18, 2023 · 0 comments

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@vasili111
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On p. 192 book states:

Statisticians also apply additional tests to data before accepting the results of regression analysis, including whether the variables follow the standard bell curve distribution...

There is no need for dependent or independent variables to be normally distributed. The residuals should be normally distributed.

Here is good explanation: https://www.statsimprove.com/en/linear-regression-should-dependent-and-independent-variables-be-distributed-normally/

More information can also be found with this googling: https://www.google.com/search?q=does+the+distribution+of+variables+matter+with+linear+regression&oq=does+the+distribution+of+variables+matter+with+linear+regression&aqs=chrome..69i57.15208j0j1&sourceid=chrome&ie=UTF-8

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