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In linear regression, one of its assumption is the residual should be normally distributed. Why does it in logistic regression, the assumption says that residuals do not need to be normally distributed?

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    $\begingroup$ What’s the outcome in a logistic regression? $\endgroup$
    – Dave
    Jul 10, 2021 at 4:48
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    $\begingroup$ No, linear regression (more precisely, Ordinary Least Squares) does not assume that residuals are normally distributed. It is nice if they are, but the CLT will ensure that parameter estimates are normally distributed for sufficiently large sample sizes (which usually holds), and this is what inference cares about. $\endgroup$ Jul 10, 2021 at 8:22
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    $\begingroup$ Think about the possible values that residuals take on here. $\endgroup$
    – dimitriy
    Jul 10, 2021 at 8:24
  • $\begingroup$ Read this two post to get a better understanding (tell us if it helps!) stats.stackexchange.com/questions/124818/… and stats.stackexchange.com/questions/295340/… $\endgroup$ Jul 10, 2021 at 23:04

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