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lvm
Rhodochrosite | Level 12 lvm
Rhodochrosite | Level 12

I didn't say anything about a distriubtion for X. OLS does not rely on normality of Y|X for parameter estimation, but for inference (SEs, etc.), it is assumed that the error term is normally distributed. This is the same thing as Y|X being normally distributed (Y given X, not marginal Y). One assess the normality of Y|X using the residuals.

Reeza
Super User

@lvm I was referring to @Ksharp response in my post about normality, I agree with your response. 

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