Normal probability plot of residuals

The normal linear model assumes that the model errors are normally distributed,

ε  ~  normal (0 , σ)

A histogram of the residuals can be examined for normality but a better way is with a normal probability plot of the residuals. If the residuals are normally distributed, the crosses in the normal probability plot should lie close to a straight line.

Warning

If the assumptions of linearity and constant variance are violated, or if there are outliers, the probability plot of residuals will often be curved, irrespective of the error distribution.

Only draw a probability plot if you are sure that the data are linear, have constant variance and have no outliers.