The classic linear regression model does not assume normality of the error term. It is often the case that the error term is NOT NORMAL, despite having 40 billion observations. Jarque and Bera developed a method to test for this. IF the situation presents itself where the conditions permit a reasonable assumption of normality, then it may be imposed, but still should be done so with caution. That assumption is not necessary to satisfy the full ideal conditions imposed on the model.
wyantjs Wrote: ------------------------------------------------------- > dfmac, > > I would like to welcome you to this forum, as I > see this is your third post. However, you should > be aware of who you are arguing with. I > personally am finishing a masters in math, and > Joey here has a PhD is Statistics. I am not sure > about Hydrogen’s education, but I believe he is a > bright person judging from previous posts. You > might not want to argue, especially when you are > wrong…plain and simple Hydrogen is a “she” not a “he” 
I have only a bachelors degree 