Quote Originally Posted by Dragan View Post
You're misinterpreting Dason. See, you can look at ANOVA via Regressioin e.g. Dummy Coded vectors (1's and 0's). When you run the regression and when you perform the tests of normality on the error terms for each group your going to get the same results that you would on the dependent variable Y for each group. The reason is that the difference between the actual Y scores and the errors is simply the mean of groups.
Thanks Dragan it is interesting. So to make sure I have correctly understood, I might summarize that the distribution of the dependent variable must be normal in order to get normally distributed residuals.