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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: Testing normality of a continuous predictor variable in a logistic model |

Date |
Tue, 27 Nov 2007 17:41:15 -0000 |

I can't see that using a probit would make any difference at all. Despite the appeal to latent normality the response is still binary and in any case focus here is on the predictors. Nick n.j.cox@durham.ac.uk Soremekun, Seyi Because it is a logistic and not probit regression you are attempting, it actually does not matter if your variables are normal or not. The main assumption that you might want to test is that the relationship between the logit of your outcome and your predictor variables is linear and that all the relevant predictors are included linktest is a basic way of testing this- the predicted variable (_hat) should be significant while its square (hatsq) should not be- if you have specified the right link and variables. But if the box-tidwell test tells you the same thing I wouldn't worry about the normality issue. Cheers, Brendan I am working with a dataset containing 30000 observations. Some of the explanatory variables are continuous. If I perform usual tests for normality the numbers are too great for swilk or for sfrancia, and if I use sktest the result is "absurdly" large values and rejects the hypothesis of normal distribution. The frequency histogram, cumulative frequency plot and normal plot all look normal with no outliers. I presume that with such large numbers even very small deviations from normal will lead to a significant result. The box- tidwell test indicates that the model relationship is linear for all these continuous variables. Is it safe to ignore the sktest results? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: Testing normality of a continuous predictor variable in a logistic model***From:*"Soremekun, Seyi" <S.Soremekun@warwick.ac.uk>

**References**:**st: Testing normality of a continuous predictor variable in a logistic model***From:*Brendan <hsct@icon.co.za>

**st: RE: Testing normality of a continuous predictor variable in a logistic model***From:*"Soremekun, Seyi" <S.Soremekun@warwick.ac.uk>

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