The Reality of Residual Analysis

摘要

In the world of statistics textbooks, independent random samples of size 30 from a normal distribution are a dime a dozen-the norm rather than the exception. You simply perform the correct analysis (perhaps the one you just studied in the most recent chapter), everything goes like clockwork, and you move on to the next problem. Unfortunately, the real world stubbornly refuses to conform to this alternative reality of statistics textbooks. In the real world, you rarely find normal distributions, much less independence. In addition, the variable of interest is typically impacted by variables not in your data set, as unfair as this might sound. Therefore, you don't have the luxury of simply doing the obvious correct analysis and moving on. Rather, to avoid the potholes in the road to statistical insight, you should always take a critical look at your own analysis to ensure you haven't missed something important.