What steps would you take to validate the assumptions of a multiple linear regression model?

  • Check the R-squared value and the F-statistic
  • Check the correlation between the dependent and independent variables
  • Check the residuals plot, conduct a normality test on the residuals, and check for homoscedasticity
  • Increase the sample size
The assumptions of a multiple linear regression model can be validated by checking the residuals plot for randomness (i.e., no patterns), conducting a normality test on the residuals to check if they are normally distributed, and checking for homoscedasticity (i.e., constant variance of the residuals).
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