[R] How to calculate normality of the residuals from a test in R?

[Gavin Simpson]

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On Thu, 2008-02-07 at 11:56 +0100, Falco tinnunculus wrote:
> Hi,
> 
> How do I calculate normality distribution of the residuals from a test in R?
> 
> I have tried plot(mod1), and I get a nice plot, but no p-value... is there
> some other ways to calculate this?
> 
> Regards Kes,

You could use a QQ-plot to judge normality of residuals.

x <- runif(100)
y <- 3 + (0.8 * x) + rnorm(100, mean = 0, sd = 0.5)
mod <- lm(y ~ x)

mod.resi <- resid(mod)
qqnorm(mod.resi)
qqline(mod.resi)

Systematic deviations from the line, indicate departures from normality
(in this case), such as heavy tails, skewness. If the residuals were
normally distributed they should be scattered around the line.

G

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