On normality and the linear regression model

DOI10.1080/07474939508800314zbMATH Open0832.62060OpenAlexW2071357747MaRDI QIDQ4853095FDOQ4853095

Authors: Aris Spanos 

Publication date: 11 March 1996

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939508800314

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zbMATH Keywords

normalitycharacterizationconditional normalityjoint normalityhomoskedastic regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• On the theory of elliptically contoured distributions
• Title not available (Why is that?)
• Probability with Martingales
• Conditional distributions and the bivariate normal distribution
• On theory testing in econometrics. Modeling with nonexperimental data
• Linear regressions and sphericity
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• On theory testing in econometrics. Modeling with nonexperimental data
• Multiple imputation of predictor variables using generalized additive models
• Normal probability plots with confidence for the residuals in linear regression
• Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Testing for normality in linear regression models
• The problem of near-multicollinearity revisited: erratic vs systematic volatility.

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