Question: A confidence interval (and p-value) associated with a parameter (e.g., the mean, or a b in regression) assumes: The residuals are normally distributed. The sampling

A confidence interval (and p-value) associated with a parameter (e.g., the mean, or a b in regression) assumes:

  • The residuals are normally distributed.
  • The sampling distribution of the parameter estimate is normal.
  • The data are normally distributed.
  • The data have heterogeneity of variance.

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