Hi, My query is not directly related to R; however, I hope to gain some insight from the experienced statisticians here regarding a statistics-related question.
Typically, to assess model adequacy, we apply various statistical tests—such as tests of randomness, normality tests, etc.—directly to the estimated residuals. I wonder to what extent such procedures are theoretically valid, since these tests are not being applied to the raw data generated from the underlying physical process, but rather to quantities that are themselves estimated or derived from a fitted statistical model. Is there any research paper/text book available to discuss this in detail? Any insight would be very helpful. Thanks for your time. ______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide https://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
