[R] Testing for normality of residuals in a regression model
tlumley at u.washington.edu
Mon Oct 18 17:28:57 CEST 2004
On Fri, 15 Oct 2004, Kjetil Brinchmann Halvorsen wrote:
> 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
[Inserting some R content into the discussion]
An example of this can be seen by running qqnorm on the residuals from the
Anscombe quartet of data sets (data(anscombe)).
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