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Linear regression Hello What does it mean that the residuals in linear regression is normal distributed? Why is...

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Statistics

Linear regression

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What does it mean that the residuals in linear regression isnormal distributed? Why is it only the residuals that is, and notthe \"raw\" data? And why do we want our residuals to be normal?

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The assumption of normality of the residuals in linear regression plays a crucial role in the estimation of error variance and associated inferential procedures This distributional assumption makes it possible for us to determine the    See Answer
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