Discussion Forum | Board Infinity

What are the assumptions of linear regression?

Assumptions of linear regression.

There are four assumptions associated with a linear regression model:

  • Linearity: The relationship between X and the mean of Y is linear.
  • Homoscedasticity: The variance of residual is the same for any value of X.
  • Independence: Observations are independent of each other.
  • Normality: For any fixed value of X, Y is normally distributed.