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In linear regression (linearity assumption had been checked), what is the effect if distribution of predictor is skewed but errors are normally distributed? Is there a risk for estimation of coefficients and confidence intervals ?


I founded this paper that seems to answer that it's not a problem:

Assumptions of Multiple Regression: Correcting Two Misconceptions Williams, Matt N.; Gómez Grajales, Carlos Alberto; Kurkiewicz, Dason Practical Assessment, Research & Evaluation;Sep2013, Vol. 18 Issue 11/12, p1

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