On normality and the linear regression model
From MaRDI portal
Publication:4853095
Recommendations
- Normality via conditional normality of linear forms
- Some new normality tests for the error of a linear regression model
- Equivariant estimation functions and normal distribution assumption for the model of linear regression
- scientific article; zbMATH DE number 3894254
- Sensitivity analysis of the Jarque-Bera and Lilliefors normality tests in linear regression models
Cites work
- scientific article; zbMATH DE number 3829019 (Why is no real title available?)
- scientific article; zbMATH DE number 4072104 (Why is no real title available?)
- scientific article; zbMATH DE number 3604055 (Why is no real title available?)
- Conditional distributions and the bivariate normal distribution
- Linear regressions and sphericity
- On the theory of elliptically contoured distributions
- On theory testing in econometrics. Modeling with nonexperimental data
- Probability with Martingales
Cited in
(7)- Testing for normality in linear regression models
- Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
- Normal probability plots with confidence for the residuals in linear regression
- Multiple imputation of predictor variables using generalized additive models
- Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective
- On theory testing in econometrics. Modeling with nonexperimental data
- The problem of near-multicollinearity revisited: erratic vs systematic volatility.
This page was built for publication: On normality and the linear regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4853095)