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

[Kjetil Brinchmann Halvorsen]

Liaw, Andy wrote:

>.
>
.
.
.

>
>Also, I was told by someone very smart that fitting OLS to data with
>heteroscedastic errors can make the residuals look `more normal' than they
>really are...  Don't know how true that is, though.  
>  
>
Certainly true, since the residuals will be a kind of average, so the 
CLT works.
(Think that is in Seber, Linear Regression Analysis, 1977)

Kjetil

>Best,
>Andy
>
>  
>

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra