R help - Oct 2004 - Re: Testing for normality of residuals in a regression model

Dear Federico,

see:  
? shapiro.test(stats)     Shapiro-Wilk Normality Test
and 
? jarque.bera.test(tseries)                  
Jarque-Bera Test

They are the most common tests used for normality
testing.

Ciao
Vito



Federico Gherardini wrote on Fri Oct 15 14:44:18 CEST
2004:

Hi all,

Is it possible to have a test value for assessing the
normality of 
residuals from a linear regression model, instead of
simply relying on 
qqplots?
I've tried to use fitdistr to try and fit the
residuals with a normal 
distribution, but fitdsitr only returns the parameters
of the 
distribution and the standard errors, not the p-value.
Am I missing 
something?

Cheers,

Federico



====Diventare costruttori di soluzioni

"The business of the statistician is to catalyze 
the scientific learning process."  
George E. P. Box


Visitate il portale http://www.modugno.it/
e in particolare la sezione su Palese
http://www.modugno.it/archivio/cat_palese.shtml