3 ms·
I can't figure out if you are agreeing or disagreeing with me. If you do non-penalized regression on raw data, then the t statstic will be approximately Gaussi
by QuesnayJr 7y ago
I can't figure out if you are agreeing or disagreeing with me. If you do non-penalized regression on raw data, then the t statstic will be approximately Gaussian, even if the raw data is bimodal. This follows from the CLT.
- eanzenberg 7y agoWhat is the standard deviation of a bimodal distribution with modes at 0 and inf? Is that a meaningful stat?