Birdwatch Note Rating
2024-11-03 16:08:30 UTC - HELPFUL
Rated by Participant: E66CB53094C13C0E989C086E6CC82DE39E5992EC28363BF71BE24FC142F9ACEE
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Original Note:
For OLS, normality of the error term is not a necessary assumption. The Gauss-Markov model dispenses with it entirely. While it is important for hypothesis testing in small samples, larger samples can rely on limit theorems. https://en.m.wikipedia.org/wiki/Ordinary_least_squares https://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_theorem
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