Timeline for Why do residuals of linear regression model need to be normally distributed?
Current License: CC BY-SA 4.0
4 events
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| Jul 2, 2023 at 7:35 | comment | added | lpounng | @ChristianHennig 1. I didn't say it is a normal distribution, just looks like normally distributed. 2. true that the vanilla residue can be skewed, but after weighted by cost it should be balance - well, unless the cost function favors skewness, which is not unusual in many business application. | |
| Jun 30, 2023 at 9:51 | comment | added | Christian Hennig | There are many non-normal distributions that fit the same description. Also, for any given position of the predictor, the distribution may in fact be skew, in whcih case there is no way to achieve a non-skew residual distribution, but a skew one may be just fine if it appropriately balances few large deviations on one side against many small deviations on the other side. | |
| Jun 30, 2023 at 4:37 | vote | accept | amy_hislop | ||
| Jun 30, 2023 at 3:53 | history | answered | lpounng | CC BY-SA 4.0 |