Why is Gaussian distribution used for Maximum Likelihood estimation with Linear Regression and not some other distribution?
26980
How does linear regression use the normal distribution?
30821
Should confidence intervals for linear regression coefficients be based on the normal or $t$ distribution?
73894
Why is the mean function in Gaussian Process uninteresting?
137103
Random Gaussian Variables
114717
What does goodness of fit mean in context of linear regression
36307
Finding the maximum likelihood estimator
142898
Finding the maximum likelihood estimator (Theoretical statistics)
82345
Distribution of the magnitude of samples from the multivariate gaussian distribution
42178
Maximum Likelihood Estimator for $\theta$ when $X_1,\dots, X_n \sim U(-\theta,\theta)$
20153
What is the distribution of $R^2$ in linear regression under the null hypothesis? Why is its mode not at zero when $k>3$?
58249
Why do we use a Least Squares fit?
157141
Confidence interval interpretation in linear regression when errors are not normally distributed
139231
Linear regression: any non-normal distribution giving identity of OLS and MLE?
46026
How bias arises in using maximum likelihood to determine the variance of a Gaussian?
106766
Bayesian linear regression question
18826
Why does Maximum Likelihood estimation maximize probability density instead of probability
9444
In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values?