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In the book Bayesian and Frequentist Regression Methods, Wakefield notes that estimators for coefficients in a linear model will be normal if the error terms are normal or if the sample size is sufficiently large. He writes that judging the adequacy of the sample size can be assessed through simulation. I was unable to find any elaboration on this.

Can anyone propose details of how this can be done and/or provide further references?

Thanks.

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