Checking if error in data is normally distributed or not
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amberly hadden
le 11 Avr 2016
Commenté : Star Strider
le 11 Avr 2016
I have two datasets (x) and (y). How could I know if the error in both data is normally distributed or not? Thank you, Amb
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Star Strider
le 11 Avr 2016
One option is the Anderson-Darling test. See the documentation for the adtest function for details. Tare links to others in and at the end of that page.
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Star Strider
le 11 Avr 2016
My pleasure.
You are correct. The fit does not have to be linear (you can do a nonlinear fit to your data if that is appropriate). That aside, you would be checking to see if the residuals — the difference between the regression at every value of your independent variable and your dependent variable at those points — are normally distributed.
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Walter Roberson
le 11 Avr 2016
kstest() each of them individually.
If you want to know whether they come from the same normal distribution, see kstest2()
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