On Tue, 2 Apr 2002 16:24:30 +0200, "Laurence" <[EMAIL PROTECTED]> wrote:
> Hi, > > Residuals coming from regression. > > I look for a method explaining ho how to make a chi-square on residuals > (Without ploting anything) to prove or not the normality of the > distribution. Theory works in just the one direction: there might exist a test like you want that gives evidence *against* the normality of residuals. You probably have to be more specific about what you want. If you want a *test* , which is 'fixed' by size (alpha) or chi-square value, then it is almost assured of 'rejecting normality' when the N gets large enough. Is that okay? > > Programs or algorithms are welcome. > It is my impression that the efficient ones will be application-dependent. You might look up 'standardized residuals' and review values in your old sets of data. Find the single values or sets of values that concern you, and then find a rule of thumb that picks them out (depending on N, if N varies). -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
