Testing the Normality of Residuals.

reportActive / Technical Report | Accession Number: ADA120997 | Open PDF

Abstract:

The use of residuals to test the assumption of normality of the errors in a linear model is considered. Standard tests for normality typically require an assumption of independence however the residuals are correlated. An investigation of the Shapiro-Wilk test shows that it is affected by these correlations, but the problem can be overcome by a simple adjustment to the test procedure. Author

Author(s):
Draper, N. R. ; John, J. A.
Author Organization(s):
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
Descriptive Note:
Technical summary rept.,
Pagination:
0025

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MRC-TSR-2426
Contract/Grant Number(s):
DAAG29-80-C-0041, DAAG29-80-C-0113
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning; JCA_5.3.1_Analyze Problem; JCA_1_Force Support; JCA_1.2_Force Preparation; JCA_5.3.2_Apply Situational Understanding; JCA_1.2.3_Educating; JCA_3.2_Engagement; JCA_3_Force Application; JCA_3.2.2_Non-Kinetic Means
Modernization Areas:
Directed Energy
Communities of Interest:
Energy and Power Technologies
Descriptor(s):
*MATHEMATICAL MODELS, *RESIDUALS, *NORMAL DISTRIBUTION, *LINEAR ALGEBRA, MODELS, TEST METHODS, ANALYSIS OF VARIANCE, ESTIMATES, ERRORS, CORRELATION TECHNIQUES, NORMALITY
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
Linear models, Shapiro Wilk test, Postulated models, Standard tests
Report Date:
1982 Sep 01