Message-ID: <41702723.9050404@acelerate.com>
Date: 2004-10-15T19:38:11Z
From: Kjetil Halvorsen
Subject: Testing for normality of residuals in a regression model
In-Reply-To: <3A822319EB35174CA3714066D590DCD504AF8554@usrymx25.merck.com>
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.
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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
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--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra