Tests of residuals in the additive analysis of a two-way table—a suggested computer program

摘要

After the customary additive analysis of a two-way table has been performed, leading to Fisher's analysis of variance, the residuals can be used to test goodness of fit of the standard linear model. Tests for nonnormality of the errors can be constructed from sums of third and fourth powers of the residuals. Tests for heteroscedasticity can be constructed by doing regression of squared residuals on fitted values or on indicators for rows or columns. Some moments of the test statistics can be found and used in approximate tests. A computer program in APL is shown and illustrated.