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Normally Distributed Errors

Please read the following two posts that describe how to evaluate if the residuals (i.e. errors) of the OLS model that you have fitted are normally distributed.

Like evaluating the other requirements of OLS models we continue to emphasize that you reason and inspect the data, rather than immediately conducting a test.

In the second reading, focus on Q-Q plots -- you could even stop before the discussion of the "Worm Plots" if you like. These "worm plots" are simply rotated Q-Q plots.