To conduct a valid regression analysis, both x and y must be approximately normally distributed.

True
False

2 answers

True.
FALSE... Sorry Math Guru.
Conditions for a regression analysis are

We have n observations on an explanatory variable x and a response variable y. Our goal is to study or predict the behavior of y for given values of x.

For any fixed value of x, the response varies according to a normal distribution. Repeated responses y are independent of each other.
The mean response ìy has a straight-line relationship with x:
ìy = á + âx

The slope â and intercept á are unknown parameters.

The standard deviation of y ( call it ó) is the same for all values of x. The value of ó is unknown.