I have come across this sentence many times - "All xs should come from same distribution'. I wanted to understand how will the presence of a multimodally distributed variable effect my modal. I have generated some xs from normal(10,2) distribution and some xs from normal(15,1) distribution.
I have set up y= 5*x +6
I have fit a linear regression model and I expected it to not give me accurate predictions but it did.
Then I some xs from normal(10,2) and some from uniform(10,20)
and made predictions, which were also perfect.
Can some one please explain this concept.