Some Large-Sample Tests for Nonnormality in the Linear Regression Model
线性回归模型中非正态性的若干大样本检验
This study provides conditions under which several well-known and easily computable statistics for testing nonnormality (√b 1, b 2, D, W′, W) can be modified for large-sample use in the classical linear regression framework by replacing the true stochastic error with the least squares residual. Monte Carlo simulations indicate that the modified statistics perform acceptably well even for n = 35. None of the tests clearly dominates the others, although the modified version of…