Behavior of the Residuals of a Regression Least-Squares Model Which Is Linear in Its Parameters when the Number of Parameters Is Increased. Part 2. Interval for Series of Residuals. Problem of Gross Errors

The distribution of residuals in one series of measurements is obtained. It is shown that the normally used t interval for residuals is always wider than the correct one. The question of the detection of gross errors in the graphs of residuals is discussed. Reliable detection of gross errors is possible only for extremely small ratios of the number of parameters of the model to the number of nodes (≤0.1).