Are linear dependent data normal distributed?

[Science4ver]

Homework Statement

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?

 

[MednataMiza]

Generally speaking, yes, the data is normal distributed.
Now on the second question: I'm not sure. I have to check that out.

 

[Ray Vickson]

Homework Statement

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?

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.)

RGV

 

[Science4ver]

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.