What can you say about your linear regression if the residuals are uniformly distibuted (and not normal)? I would like to consider the case I have a histogram showing residuals which are uniformly distributed between -1 and 1.
We still have errors that are symmetrically distributed around 0, so I would have thought that the estimates would still be the same as for the normally distributed errors. Is this true? What else can we say? What about the variances/p-values of the estimates?