In simple linear regression, the assumption of normality states that
A) the observed scores on Y are normally distributed.
B) the conditional distributions of Y are normal in shape.
C) the observed scores on X are normally distributed.
D) the distributions of regression coefficients are normal in shape.
E) there are no outliers.

Question

Quizplus · Accepted Answer

The assumption of normality in simple linear regression specifically refers to the condition that the conditional distributions of the dependent variable Y, given any value of the independent variable X, are normal in shape. This means for any fixed value of X, the distribution of Y should be normally distributed.

In Simple Linear Regression, the Assumption of Normality States That