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Are linear dependent data normal distributed?

  1. Feb 8, 2012 #1
    1. The problem statement, all variables and given/known data

    Lets say we have some data which we using the method of the least squares regression can express a linear regression model.

    I would like to know if this data generelly will be normal-distributed if it can be expressed by a linear regession model? and if so any way to explain the connection between normel distributed data and linear regression?
  2. jcsd
  3. Feb 8, 2012 #2
    Generally speaking, yes, the data is normal distributed.
    Now on the second question: I'm not sure. I have to check that out.
  4. Feb 8, 2012 #3

    Ray Vickson

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    Science Advisor
    Homework Helper

    No, not necessarily. Non-normally-distributed data can (and very often is) described by a linear regression model. The main problem with having non-normal data is that one cannot apply standard, textbook statistical tests of significance. (However, fancier methods are available to deal with these cases.)

  5. Feb 8, 2012 #4
    So the generel answer to my question is No? Data which fits a liner model by the use of the least square method doesn't have to normal distributed.
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