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

[Federico Gherardini]

Berton Gunter wrote:

>Quite right, John!
>
>I have 2 additional questions:
>
>1) Why test for normality of residuals? Suppose you reject -- then what?
>(residual plots may give information on skewness, multi-modality, data
>"anomalies" that can affect the data analysis).
>  
>
Because I want to know if my model satisfies the basic assumptions of 
regression theory... in other words I want to know if I can "trust" my 
model.

Cheers,

Federico

>2) Why test for normality? Is it EVER useful? Suppose you reject -- then
>what?
>
>(I am tempted to add a 3rd question -- why test at all? -- but that is
>perhaps too iconoclastic and certainly off topic. Let the hounds remain
>leashed for now.)
>
>Cheers,
>
>-- Bert Gunter
>Genentech Non-Clinical Statistics
>South San Francisco, CA
> 
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