Hi,

I need advice with folowing problem:

I had run regression lm model, and after using several residual-normality tests (Anderson-Darling, Shapiro-Francis, K-S, Jarque-Bera,...) I qet quite strong straightforward result - residuals are non-normal. But I need to check signifikance of parameters in my model (like using coeftest) in non-normality robust way.

Which kind of non-parametric test should I use as alternative to regression-output t-test?

Kind Regards

Jan Žemlička