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Biometrika 1982 69(1):233-236; doi:10.1093/biomet/69.1.233
© 1982 by Biometrika Trust
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MISCELLANEA

Testing normality of errors in regression models

DONALD A. PIERCE and ROBERT J. GRAY

Department of Statistics, Oregon State University Corvallis, U.S.A

It was shown by Pierce & Kopecky (1979) that tests of normality appropriate for the identically distributed case are asymptotically valid when computed from residuals in regression situations. Numerical results based on simulation are given here to study the adequacy of this result for sample sizes of 20 and 40. The Shapiro-Wilk and Anderson-Darling tests are found to be quite adequate for n = 20 in typical simple linear regression situations, and for n = 40 in certain multiple regression settings.

Key Words: Goodness of fit • Regression model • Residual • Test of normality


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[Abstract]


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