Confidence intervals for Y may be unreliable when the residuals are not normally distributed.

Question

Quizplus · Accepted Answer

Confidence intervals are calculated based on the assumption that the residuals (the differences between the observed values of Y and the predicted values from the regression model) are normally distributed. If this assumption is not met, the confidence intervals may not accurately capture the true range of values for Y, leading to unreliable results.

Confidence Intervals for Y May Be Unreliable When the Residuals