John Sall and Bradley Jones have a piece in the latest issue of the
Joint Newsletter of the SPES and Q&P Sections of the
American Statistical Association.
Their article has the amusing title "Leptokurtosiphobia: Irrational Fear
of Non-Normality." Sall and Jones write that "agonizing over normal probability plots and tests of residuals might be a waste of time."
You'll find their article on page 9 of
this PDF.
Sall is Executive Vice President and co-founder of SAS and principal architect of JMP; Jones is JMP's Director of Statistical R&D. Both are ASA Fellows.
What do you do if your model errors are not normally distributed? If you intend to use statistical procedures that assume normally distributed residuals, you may think of “agonizing over normal probability plots and tests of residuals”. ...
Tracked: Jul 06, 21:42