Re: [R] Testing for normality of residuals in a regression model

[Kjetil Brinchmann Halvorsen]

Liaw, Andy wrote:
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Also, I was told by someone very smart that fitting OLS to data with
heteroscedastic errors can make the residuals look `more normal' than they
really are...  Don't know how true that is, though.  
 

Certainly true, since the residuals will be a kind of average, so the 
CLT works.
(Think that is in Seber, Linear Regression Analysis, 1977)

Kjetil
Best,
Andy
 

--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
              --  Mahdi Elmandjra
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