4 ms·
Even that normality is not required; see, for instance, https://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_theorem https://en.wikipedia.org/wiki/Gauss%E2%80%93M
by hooloovoo_zoo 11y ago
Even that normality is not required; see, for instance, https://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_theorem https://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_theorem.
- stdbrouw 11y agoGood catch. Outcome (or error, which boils down to the same thing) can't just be anything either, though, e.g. a common pattern is that the variance in an outcome increases when the predictor increases (e.g. a machine behaves more erratically when it spins faster) and that can mess with estimates.