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    Testing the Normality of Errors in Regression?

    Hi all, I have simple conceptual question: In the simple linear regression problem, where the true relationship is, y = ax + b + e the error terms, e , are assumed to be normally distributed N(0,\sigma^2) . However, linear regression only yields estimates \alpha \approx a and \beta...
  2. M

    Testing for normality on correlated data (covariance matrix known).

    Hi all, I have an experimental data set of [(x_1,y_1) (x_2,y_2) ... (x_n,y_n)]. Where (now) x_i's are the predictor variables (independent, no uncertainty) and the y_i's are the response variables (dependent). I know the y_i's to have a covariance matrix \Sigma. Or in other words, I have a...