Any source to cite for regression residual normality qssumption?

09 December 2023 1 6K Report

I'm a current undergraduate student. I often get asked source when I explain that linear regression need only residual normality assumption, and not variable normality. I know there's so many website that explain this on the internet but they don't believe this kind of citation. Any recommendation about maybe journal artical or something similar that I can refer them to?

Koen Van de Moortel

Actually it is not even necessary that the residuals are normally distributed to do the regression, only if you want to trust the p values.

en.wikipedia.org/wiki/Simple_linear_regression#Normality_assumption

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