[R] Testing for normality of residuals in a regression model

Federico Gherardini f.gherardini at pigrecodata.net
Fri Oct 15 20:24:08 CEST 2004


Berton Gunter wrote:

>>>Exactly! My point is that normality tests are useless for this purpose for
>>>reasons that are beyond what I can take up here. 
>>>
Thanks for your suggestions, I undesrtand that! Could you possibly give 
me some (not too complicated!)
links so that I can investigate this matter further?

Cheers,

Federico

>>>Hints: Balanced designs are
>>>robust to non-normality; independence (especially "clustering" of subjects
>>>due to systematic effects), not normality is usually the biggest real
>>>statistical problem; hypothesis tests will always reject when samples are
>>>large -- so what!; "trust" refers to prediction validity which has to do
>>>with study design and the validity/representativeness of the current data to
>>>future. 
>>>
>>>I know that all the stats 101 tests say to test for normality, but they're
>>>full of baloney!
>>>
>>>Of course, this is "free" advice -- so caveat emptor!
>>>
>>>Cheers,
>>>Bert
>>>
>>>      
>>>




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