I have a linear regression model and residuals look like this:

Residuals QQ plot

what does it mean for my model? Is my model inappropriate because residuals are not normally distributed?

  • 1
    $\begingroup$ Since there are several possible reasons for such a display (problems with either the mean or the variance specification can do it, for example), that plot on its own doesn't necessarily tell us very much. $\endgroup$ – Glen_b -Reinstate Monica Jan 2 '15 at 12:59
  • $\begingroup$ Tails are fat, you have to take that into account when estimating confidence intervals of parameters. $\endgroup$ – Aksakal Jan 2 '15 at 14:00

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