回归后检验残差发现不符合正态分布,是不是说明我模型有问题呢?要怎么修正呢?恳求高手指点!不胜感激!
Skewness/Kurtosis tests for Normality
------- joint ------
Variable | Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2
-------------+---------------------------------------------------------------
e1 | 211 0.0003 0.0000 30.95 0.0000
另外,回归出来的 R-squared = 0.5423。
Number of obs = 211
F( 23, 187) = 9.64
Prob > F = 0.0000
R-squared = 0.5423
Adj R-squared = 0.4861
Root MSE = .15322