Verify That the Residuals Are Normally Distributed
-For the least-squares regression model, $y _ { i } = \beta _ { 0 } + \beta _ { 1 } x _ { i } + \varepsilon _ { i }$, the predictor variable must be normally distributed. To show that this is true, the________ must also be normal.
A) residuals
B) explanatory variable
C) variability
D) standard error of the estimate

Question

Quizplus · Accepted Answer

The normality assumption in least squares regression applies to the residuals ($\varepsilon _ { i }$), not the predictor variable. The residuals should ideally follow a normal distribution to satisfy the assumptions of the regression model.

Verify That the Residuals Are Normally Distributed -For the Least-Squares yi=β0+β1xi+εiy _ { i } = \beta _ { 0 } + \beta _ { 1 } x _ { i } + \varepsilon _ { i }yi​=β0​+β1​xi​+εi​

Verify That the Residuals Are Normally Distributed
-For the Least-Squares $y _ { i } = \beta _ { 0 } + \beta _ { 1 } x _ { i } + \varepsilon _ { i }$