My google search just turns up results telling me that one of the assumptions I have to make is that each Y is normal. My question is(adsbygoogle = window.adsbygoogle || []).push({}); whydo I have to assume its normal. Why does it follow that it has to be normal as opposed to some other distribution? Hope that makes sense.

Edit: I thought about this some more. Is it just as simple as the standard errors for the parameters are computed assuming each Y is normal? If you write it out you can easily see that B1 for example is a linear function of Y1...Yn and thus will be normal.

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# Normal assumption with least squares regression

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