Testing the Normality of Residuals.
Abstract
The use of residuals to test the assumption of normality of the errors in a linear model is considered. Standard tests for normality typically require an assumption of independence; however the residuals are correlated. An investigation of the Shapiro-Wilk test shows that it is affected by these correlations, but the problem can be overcome by a simple adjustment to the test procedure. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1982
- Accession Number
- ADA120997
Entities
People
- J. A. John
- N. R. Draper
Organizations
- University of Wisconsin–Madison