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RE : st: tobit?


From   Gaulé Patrick <patrick.gaule@epfl.ch>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE : st: tobit?
Date   Tue, 12 Aug 2008 15:56:00 +0200

>You should be careful however that
>the assumption behind -regress- is not that BMI is normally
>distributed, but that the residuals are normally distributed.

My understanding is that the desirable properties of ordinary least squares hold without the normality assumption. Moreover, the assumption would be that the error term, not the residuals, is normally distributed.

Best regards,

Patrick Gaulé

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