You may get some replies here anyway, but this request is explicitly off-topic per the Posting Guidelines (see footer in any email here). The stats.stackexchange.com forum is usually suggested for such queries, though a search engine may also offer other suggestions.
This is a good question and probably something some statisticians are still researching, but there are also some typical explanations based on the idea of separating systematic variation from stochastic variation. On May 16, 2026 9:53:20 AM PDT, Brian Smith <[email protected]> wrote: >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. -- Sent from my phone. Please excuse my brevity. [[alternative HTML version deleted]] ______________________________________________ [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.
