Читать книгу Introduction to Linear Regression Analysis - Douglas C. Montgomery - Страница 30

We are often interested in testing hypotheses and constructing confidence intervals about the model parameters. Hypothesis testing is discussed in this section, and Section 2.4 deals with confidence intervals. These procedures require that we make the additional assumption that the model errors εi are normally distributed. Thus, the complete assumptions are that the errors are normally and independently distributed with mean 0 and variance σ², abbreviated NID(0, σ²). In Chapter 4 we discuss how these assumptions can be checked through residual analysis.