search for: _assumptions_

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2009 Jun 17
2
how to verify gauss-markov hypothesis for linear model validity?
Hello list: (This is probably a stupid question).  Is there a "quick and easy" way to confirm the gauss-markov conditions of a linear multiple regression model?  That the mean of the residuals is 0 can easily be tested for. The normality of the residuals as well (shapiro-wilk?).  But what about homoscedasticity? And independence of residuals with respect to the model variables? Thanks