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Just the residuals, but see Common Errors in Statistics (and How to Avoid
Them) Wiley, 2003, for further caveats.

Phillip Good

----- Original Message -----
From: Robert Fall <[log in to unmask]>
To: <[log in to unmask]>
Sent: Wednesday, January 21, 2004 4:46 AM
Subject: QUERY: Data assumptions for Linear Regression


> Hello all,
>
> Does anyone know know if all the predictor and outcome variables should
> be normally distributed for the assumptions to be met to carry out a
> Multiple Linear Regression - or is it just the residuals that need to be
> normally distributed?
>
> Thanks in advance,
> Robert
>