No, not if it is your primary residency. A homeowner who owns and occupies the house may do any or all work - building, plumbing, mechanical (heating and cooling), and electrical. If you are not sure of your abilities to do any or all of the work, it is recommended that you hire a licensed professional. Licensed trade contractors provide some assurance that they have adequate knowledge and training in the field(s) of their specialty.
Please Note: Properties in which the owner does not occupy/live in the home require licensed contractors. Any work done by renters, landlords, their employees, or other persons who do not own and occupy the home must have an appropriate license or hire a licensed contractor for any plumbing, mechanical (heating and cooling), and electrical.