Non normal distribution in regression

[lvm]

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]

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