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Sep 14, 2022 at 15:13 vote accept Alessandro Bertulli
Sep 14, 2022 at 11:23 comment added gung - Reinstate Monica @AlessandroBertulli, yes. The errors (residuals) are assumed to be normally distributed w/ a mean equal to the predicted value & w/ constant variance in a linear model.
Sep 14, 2022 at 10:04 comment added Alessandro Bertulli Thanks! One thing: when you say "the response variable need not be conditionally normal", you mean that the error of the response variable (i.e. the residuals in a linear model) are normally distributed around the predicted value? Or, in other words, that the response variable follows a normal distribution, whose mean is the predicted outcome?
Sep 13, 2022 at 16:32 history answered gung - Reinstate Monica CC BY-SA 4.0