query: Do I need to check for Autocorrelation, Heteroskedasticity and Normality when building a model with data that are not time series?
positive_passages.docid: 16120
positive_passages.text: What is a complete list of the usual assumptions for linear regression?
negative_passages.docid: 154939
negative_passages.text: How can I handle autocorrelated residuals?
negative_passages.docid: 56923
negative_passages.text: Are estimates of regression coefficients uncorrelated?
negative_passages.docid: 7518
negative_passages.text: VAR or VECM for a mix of stationary and nonstationary variables
negative_passages.docid: 128070
negative_passages.text: Why can't ARIMA model large lags and/or long range dependence?
negative_passages.docid: 39495
negative_passages.text: Does it make sense to use a date variable in a regression?
negative_passages.docid: 40108
negative_passages.text: standardising non normally distributed predictors for regression
negative_passages.docid: 37143
negative_passages.text: What if residuals are normally distributed, but y is not?
negative_passages.docid: 74997
negative_passages.text: How to interpret autocorrelation plot in MCMC
negative_passages.docid: 148673
negative_passages.text: Comparison of log-likelihood of two non-nested models
negative_passages.docid: 41386
negative_passages.text: Should one be concerned about multi-collinearity when using non-linear models?
negative_passages.docid: 153393
negative_passages.text: Is there a *simple* example showing that uncorrelated random variables need not be independent?
negative_passages.docid: 154292
negative_passages.text: Interpretation of ADF(Augmented Dickey-Fuller) and KPSS (Kwiatkowski–Phillips–Schmidt–Shin) tests for time series
negative_passages.docid: 79607
negative_passages.text: How to compare two time series?
negative_passages.docid: 18254
negative_passages.text: Is R-squared truly an invalid metric for non-linear models?
negative_passages.docid: 64621
negative_passages.text: Calculate mean and autocovariance function to check stationarity
negative_passages.docid: 133802
negative_passages.text: How to down-weight older data in time series regression