Re: st: non-normal residuals

[Xixi Lin <winnielxx@gmail.com>]

Hi JVerkuilen,

Thanks for your help. I have a question about the skewness. How to
tell the skewness from the qnorm plot? Or is there any test that I can
test the skewness of the residuals?

Thanks,
Xixi Lin

On Tue, Feb 12, 2013 at 9:41 AM, JVerkuilen (Gmail)
<jvverkuilen@gmail.com> wrote:
> Lots depends on details you've not indicated but I largely agree with
> Maarten. Non-Gaussianity is in itself not a huge problem, but skew or
> other clear patterns in the residuals may be a sign that the linear
> regression is not correct. You may have an omitted variable, for
> instance. A transformation may help if it makes sense, but I wouldn't
> do it just to fix up residuals.
>
> If you have a reasonable regression model and still have mild
> non-Gaussianity (which is best diagnosed using -qnorm-) then
> bootstrapping or robust standard errors is a good fix.
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