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I stumbled on this really nice blog.
It has mentioned- "the linear regression analysis requires all variables to be multivariate normal".
I think the assumption of normal distribution is for the residuals. I understand that skewed data can distort significance tests and it is desirable to have normally distributed data. But can we say "normal distribution of variables" is one of the assumptions of linear regression?
I am confused with this. Could somebody please shed light on this?