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Should the Residuals Be Normal?

How a grain of truth can become a mountain of misunderstanding

"Infinite Regression" Credit: Alan Levine

Donald J. Wheeler
Mon, 08/01/2022 - 12:03
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The analysis of residuals is commonly recommended when fitting a regression equation to a data set. It has even been recommended for the analysis of experimental data where the independent variable is categorical (i.e., treatment levels). In both of these contexts, it has been said that the residuals should be “normally distributed.” This column shall look at this idea and make suggestions about what does and does not make sense.

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Submitted by umberto mario tunesi on Mon, 11/04/2013 - 20:36

Residuals or Fractals?

In Chemical business residuals have a defined meaning, and - under defined conditions - are statistically "normal". But - since chemistry has to do with natural processes and their outputs  - unpredictability, and therefore statistical anomalies, is all that can be predicted of these processes. Chemical residuals cannot - must not! - be treated in statistical terms only: they are not off-specs pieces of metal, they can be very hazardous substances. and, in such a case, no statistical analysis would help to minimize or prevent the risk.

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