--- On Mon, 8/6/09, Christian Weiss wrote:
> testing my dependent var via swilk or sfrancia rejects the
> Null Hypothesis of Normality.
This is problematic for a number of reasons:
1) Regression never assumes that the dependent variable is
normally distributed, except when you have no explanatory
variables. It only assumes that the residuals are normally
distributed.
2) Testing for the normality of the residuals should only
be done once you are confinced that the other assumptions
have been met, as violations of the other assumptions are
likely to lead to residuals that look non-normal
3) The normality of the residuals is probably the least
important of the regression assumptions, as regression
is reasonably robust to violations of it.
4) Tests are probably not the best way to assess whether
the errors are normaly distributed. Graphical inspection
is usually more informative and powerful, see:
-help diagnostic plots- and -ssc d hangroot- for tools
to help with that.
For a more general set of tools to perform post-estimation
checks of regression assumptions see:
-help regress postestimation-.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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