From homebrew-core: https://github.com/Linuxbrew/homebrew-core/issues/7404

Please always follow these steps:

[X] Confirmed this is a problem with brew installing one, specific formula and not every time you run brew? If it's a general brew problem please file this issue at https://github.com/Linuxbrew/brew/issues/new.
[X] If you have a macOS system and can replicate the problem on macOS with Homebrew, please report the issue to Homebrew/core and follow their issue template from your macOS system. If you are unsure, please report the issue to Linuxbrew.
- I'm running WSL (Ubuntu 16.04.4 LTS) on Win 10 Pro 1709.
[X] ran brew update and can still reproduce the problem?
[X] ran brew doctor, fixed all issues and can still reproduce the problem?
[X] Ran brew gist-logs <formula> (where <formula> is the name of the formula that failed) and included the output link?

stuart@desktop:~$ brew gist-logs hello
Error: No logs.
stuart@desktop:~$ brew gist-logs p7zip
Error: No logs.

[X] If brew gist-logs didn't work: ran brew config and brew doctor and included their output with your issue?
- NB: I built Ruby outside of linuxbrew before installing linuxbrew.

stuart@desktop:~$ brew doctor
Please note that these warnings are just used to help the Homebrew maintainers
with debugging if you file an issue. If everything you use Homebrew for is
working fine: please don't worry or file an issue; just ignore this. Thanks!

Warning: Unbrewed header files were found in /usr/local/include.
If you didn't put them there on purpose they could cause problems when
building Homebrew formulae, and may need to be deleted.

Unexpected header files:
  /usr/local/include/ruby-2.5.0/ruby.h
  /usr/local/include/ruby-2.5.0/ruby/backward.h
  /usr/local/include/ruby-2.5.0/ruby/backward/classext.h
  /usr/local/include/ruby-2.5.0/ruby/backward/rubyio.h
  /usr/local/include/ruby-2.5.0/ruby/backward/rubysig.h
  /usr/local/include/ruby-2.5.0/ruby/backward/st.h
  /usr/local/include/ruby-2.5.0/ruby/backward/util.h
  /usr/local/include/ruby-2.5.0/ruby/debug.h
  /usr/local/include/ruby-2.5.0/ruby/defines.h
  /usr/local/include/ruby-2.5.0/ruby/digest.h
  /usr/local/include/ruby-2.5.0/ruby/encoding.h
  /usr/local/include/ruby-2.5.0/ruby/intern.h
  /usr/local/include/ruby-2.5.0/ruby/io.h
  /usr/local/include/ruby-2.5.0/ruby/missing.h
  /usr/local/include/ruby-2.5.0/ruby/onigmo.h
  /usr/local/include/ruby-2.5.0/ruby/oniguruma.h
  /usr/local/include/ruby-2.5.0/ruby/re.h
  /usr/local/include/ruby-2.5.0/ruby/regex.h
  /usr/local/include/ruby-2.5.0/ruby/ruby.h
  /usr/local/include/ruby-2.5.0/ruby/st.h
  /usr/local/include/ruby-2.5.0/ruby/subst.h
  /usr/local/include/ruby-2.5.0/ruby/thread.h
  /usr/local/include/ruby-2.5.0/ruby/thread_native.h
  /usr/local/include/ruby-2.5.0/ruby/util.h
  /usr/local/include/ruby-2.5.0/ruby/version.h
  /usr/local/include/ruby-2.5.0/ruby/vm.h
  /usr/local/include/ruby-2.5.0/x86_64-linux/ruby/config.h

Warning: Unbrewed .pc files were found in /usr/local/lib/pkgconfig.
If you didn't put them there on purpose they could cause problems when
building Homebrew formulae, and may need to be deleted.

Unexpected .pc files:
  /usr/local/lib/pkgconfig/ruby-2.5.pc

Warning: Unbrewed static libraries were found in /usr/local/lib.
If you didn't put them there on purpose they could cause problems when
building Homebrew formulae, and may need to be deleted.

Unexpected static libraries:
  /usr/local/lib/libruby-static.a
stuart@desktop:~$ brew config
HOMEBREW_VERSION: 1.6.2
ORIGIN: https://github.com/Linuxbrew/brew
HEAD: 64d5cb51032e4f303bea33d88d02cad0f7327d33
Last commit: 7 days ago
Core tap ORIGIN: https://github.com/Linuxbrew/homebrew-core
Core tap HEAD: 33de5ecc134c491f7ba1223cfece1b737e0ab9aa
Core tap last commit: 3 hours ago
HOMEBREW_PREFIX: /home/linuxbrew/.linuxbrew
HOMEBREW_REPOSITORY: /home/linuxbrew/.linuxbrew/Homebrew
HOMEBREW_CELLAR: /home/linuxbrew/.linuxbrew/Cellar
HOMEBREW_CACHE: /home/smorris/.cache/Homebrew
HOMEBREW_DEV_CMD_RUN: 1
CPU: octa-core 64-bit 0x69e
Homebrew Ruby: 2.3.3 => /home/linuxbrew/.linuxbrew/Homebrew/Library/Homebrew/vendor/portable-ruby/2.3.3/bin/ruby
Clang: N/A
Git: 2.7.4 => /usr/bin/git
Curl: 7.47.0 => /usr/bin/curl
Java: N/A
Kernel: Linux 4.4.0-43-Microsoft x86_64 GNU/Linux
OS: Ubuntu 16.04.4 LTS (xenial)
Host glibc: 2.23
/usr/bin/gcc: 5.4.0
glibc: N/A
gcc: N/A
xorg: N/A

To help us debug your issue please explain:

What you were trying to do (and why)
- (Re)install a formula

stuart@desktop:~$ brew reinstall hello
==> Reinstalling hello
==> Downloading https://linuxbrew.bintray.com/bottles/hello-2.10.x86_64_linux.bottle.tar.gz
Already downloaded: /home/stuart/.cache/Homebrew/hello-2.10.x86_64_linux.bottle.tar.gz
==> Pouring hello-2.10.x86_64_linux.bottle.tar.gz
nice: cannot set niceness: Permission denied
🍺  /home/linuxbrew/.linuxbrew/Cellar/hello/2.10: 52 files, 277KB
stuart@desktop:~$ brew install p7zip
Updating Homebrew...
==> Auto-updated Homebrew!
Updated 1 tap (homebrew/core).
==> Updated Formulae
armor            coffeescript     kotlin           netpbm           numpy            pdfgrep          tj
bit              emscripten       nethack          notmuch          pc6001vx         rclone

==> Downloading https://linuxbrew.bintray.com/bottles/p7zip-16.02_1.x86_64_linux.bottle.tar.gz
######################################################################## 100.0%
==> Pouring p7zip-16.02_1.x86_64_linux.bottle.tar.gz
nice: cannot set niceness: Permission denied
🍺  /home/linuxbrew/.linuxbrew/Cellar/p7zip/16.02_1: 103 files, 5.6MB

What you expected to happen
- (Re)install formula without error
Step-by-step reproduction instructions (by running brew commands)

brew reinstall hello
brew install p7zip

Linuxbrew / brew

nice: cannot set niceness: Permission denied #695

Please always follow these steps: