[R] How to calculate normality of the residuals from a test in R?
Gavin Simpson
gavin.simpson at ucl.ac.uk
Thu Feb 7 13:05:44 CET 2008
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On Thu, 2008-02-07 at 11:56 +0100, Falco tinnunculus wrote:
> Hi,
>
> How do I calculate normality distribution of the residuals from a test in R?
>
> I have tried plot(mod1), and I get a nice plot, but no p-value... is there
> some other ways to calculate this?
>
> Regards Kes,
You could use a QQ-plot to judge normality of residuals.
x <- runif(100)
y <- 3 + (0.8 * x) + rnorm(100, mean = 0, sd = 0.5)
mod <- lm(y ~ x)
mod.resi <- resid(mod)
qqnorm(mod.resi)
qqline(mod.resi)
Systematic deviations from the line, indicate departures from normality
(in this case), such as heavy tails, skewness. If the residuals were
normally distributed they should be scattered around the line.
G
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Dr. Gavin Simpson [t] +44 (0)20 7679 0522
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