Hello R-Users,

 

The following questions are not R-technical, but more of general statistical
nature. 

 

1. NORMALITY 

I built a normal linear regression model and now I want to check for the
residual normality assumption. If I check the distribution graphically and
look at the descriptive characteristics (skewness and kurtosis are below 1),
I would confirm that the residuals are normally distributed. 

 

> basicStats(IQR.in.mi02.nw.tdv.mix$residuals)

            round.ans..digits...6.

nobs                  19316.000000

NAs                       0.000000

Minimum                  -0.639527

Maximum                   0.693383

1. Quartile              -0.083753

3. Quartile               0.088886

Mean                      0.000000

Median                    0.004641

Sum                       0.000000

SE Mean                   0.001047

LCL Mean                 -0.002053

UCL Mean                  0.002053

Variance                  0.021186

Stdev                     0.145554

Skewness                 -0.164821

Kurtosis                  0.937282

 

However, when I use the jarque.bera.test(), the assumption of normality is
rejected.

 

> jarque.bera.test(IQR.in.mi02.nw.tdv.mix$residuals)

 

        Jarque Bera Test

 

data:  IQR.in.mi02.nw.tdv.mix$residuals 

X-squared = 795.1296, df = 2, p-value < 2.2e-16

 

Therefore, I am wondering how good are the diagnostic test for the normality
assumption? Do you they work for large sample as well? If not, what other
diagnostic measures for normality exist for large samples? 

 

In many statistic textbooks it is mentioned that for large samples the
significance tests are independent from the distributions of residuals. Why
is that?

 

2. RAMSEY TEST

I made several scatterplots (residuals ~ predictors). Here everything looks
fine but when I apply the RAMSEY resettest(), the assumption of linearity is
rejected. My model does not show any signs of multicollinearity and all
independent variables have strong linear relationship with the dependent
variable. Therefore, I am wondering how well the RAMSEY resettest works in
general. What other tests exist?

 

Again, I would like to apologize for the asking no specific R-technical
questions. But I would really appreciate any help.

 

Thanks,

 

Simon

 


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