Normal probability plot
Assess normality and homoscedasticity assumptions of regression
A normal probability plot is the method by which the assumptions of normality and homogeneity of variance are tested in multiple regression. A normal probability plot is also commonly known as a P-P plot. A normal probability plot is a plot of the cumulative frequency of the distribution of standardized residuals yielded from the model against the residuals associated with a normal probability graph scale.* When the plot is a straight line with no curves or outliers, then the assumptions are assumed to be met (homoscedasticity). If there are curves along the line or extreme points away from the normal probability graph scale line (outliers), then the assumption has not been met (heteroscedasticity).
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*Katz, M.H. Multivariable analysis: A practical guide for clinicians and public health researchers. 3rd edn. Cambridge: Cambridge University Press, 2011.