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6 years ago in Case Study By Shubham

Linear regression assumptions diagnosis

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By Natasha Answered 6 years ago

There are four assumptions which suggest the use of linear regression test for prediction and inference.
1. Linearity
2. Statistical independence
3. Homoscedasticity
4. Normality

By Sourabh Answered 6 years ago

The assumptions are
1. Linearity of relationship between independent and dependent variable
2. Statistical independence of the errors
3. Homoscedasticity of errors
4. Normality of error distribution

By Joshna Answered 6 years ago

Diagnosis of assumptions of linear regression test is quite simple.
Nonlinearity is evident in a plot of observed vs predicted values.
The points must be symmetrically distributed around the diagonal line in the former plot with a variance value.
Look for bowed pattern. If the pattern appears then there is systematic error.

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