"Having run a regression I check the estimated kernel density of the residuals. They appear nearly normal. What can I conclude based on this? Can I say that my regression is 'good' in some sense as a result?"

Celeste Barajas

Celeste Barajas

Answered question

2022-11-04

Having run a regression I check the estimated kernel density of the residuals. They appear nearly normal.
What can I conclude based on this? Can I say that my regression is 'good' in some sense as a result?

Answer & Explanation

Regan Holloway

Regan Holloway

Beginner2022-11-05Added 17 answers

In regression analysis, it is always a good idea to do all you can to assess the validity of the underlying assumptions, including: random sampling, common variance, normal errors.
One way, perhaps not the best, to check whether errors are normally distributed is to to look at a density estimator. So your observation that the KDE of residuals looks normal is one indication the regression analysis meets assumptions and may be useful. Ideally, that would not be the end of your 'regression diagnostics'.

Do you have a similar question?

Recalculate according to your conditions!

New Questions in High school statistics

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?