Test linear regression coeficient significance if the residuals are not normally distributed I have a linear regression with 51 data points, and I would like to get the confidence intervals and to test the coeficient's significance, but the problem is that the residuals are not normally distributed. What should I do?



Possible things you could do are:

*

*find a better model by including or excluding covariates;

*compute the distribution of the test statistic by the bootstrap method.

