To check out whether the regression assumption involving normality of the error terms is valid, it is appropriate to construct a normal probability plot. If this plot forms a straight line from the lower left- hand corner diagonally up to the upper right-hand corner, the error terms may be assumed to be normally distributed.

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A normal probability plot, also known as a Q-Q (quantile-quantile) plot, is used to determine if a set of data approximates a normal distribution. If the points in the plot lie approximately along a straight line, it suggests that the data are normally distributed. In the context of regression analysis, checking the normality of the error terms (residuals) is important for fulfilling one of the key assumptions of linear regression.

To Check Out Whether the Regression Assumption Involving Normality of the Error