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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | stata list <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: non-normal residual |
Date | Thu, 29 Apr 2010 17:37:32 +0000 (GMT) |
--- Fabio Zona wrote > I have a cross-section multiple regression: however, > - Y is not distributed normally (some say it should be; some say it is > not needed! where is the truth? I read residuals must be normally > distributed, not the Y...) The difference between the postions has more to do with terminology than substance. In a graphical sense --- looking for a bell shape --- it is the residuals that have to be normal. In a modeling sense we can very well think of a normal distributed y where the mean changes over some explanatory variables. Problem is, if we graph such a distribution it will look nothing like the bell curve that we are used to. So for model checking purposes the graphical sense, i.e. looking at the residuals rather than the dependent variable, is the "right" answer. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/