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Re:The Central Limit Theorem and Its Misuse by kyllo on Monday December 30, 2019 @02:36PM (#21916003)
Linear regression doesn't require or assume the input data values to be normally distributed, just that the residuals are normally distributed and have constant variance.
Re:The Central Limit Theorem and Its Misuse by clircle on Monday December 30, 2019 @03:49PM (#21916587)
Further, those assumptions are only necessary for confidence intervals and hypothesis tests.
Re:The Central Limit Theorem and Its Misuse by eanzenberg on Monday December 30, 2019 @03:33PM (#21916441)
Linear regression doesn't require much, honestly, just non-null numeric data. My point was more on the interpretations of the outputs.
Re:The Central Limit Theorem and Its Misuse by kyllo on Thursday January 02, 2020 @04:24PM (#21940002)
The constant variance part is important though. If you apply linear regression to a severely heteroscedastic dataset, the inferences you obtain from the model will be incorrect.