Which of the following would be most useful in checking the normality assumption of the errors in a regression model?
A)The t statistics for the coefficients
B)The F-statistic from the ANOVA table
C)The histogram of residuals
D)The VIF statistics for the predictors

Question

Quizplus · Accepted Answer

To check the normality assumption of the errors, we need to examine the distribution of the residuals, which can be done using a histogram or a normal probability plot. The t statistics and F-statistic are used to test the significance of the coefficients and model, respectively. VIF statistics are used to check for collinearity among predictors.

Which of the Following Would Be Most Useful in Checking