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Re: st: REML with non-normally distributed dependent Variable


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: REML with non-normally distributed dependent Variable
Date   Wed, 03 Jun 2009 13:32:11 +0200

Hi:

You have a simple random-effects model; in this case, consider using xtreg with robust SE.

HTH,
J.

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On 03.06.2009 13:23, Christian Weiss wrote:
Thank you for your answer!

I already log-transformed the variable, yielding the following result:

http://yfrog.com/11graphpp


...looks relatively normally distributed to me.

Unfortunately, swilk and swfrancia still tell me that it's not
normally distributed...



On Tue, Jun 2, 2009 at 10:04 PM, Dan MacNulty <macn0007@umn.edu> wrote:
Why not transform your dependent variable (e.g, log-transform) to
approximate a normal distribution? Dan

Christian Weiss wrote:
Dear Statalisters,

I am working with a random-intercept model using REML. As it turned
out my dependent variable is not normally distributed.
If I recall it correctly, one of the assumptions of ML is multivariate
normality. Do you have any advice what to do or to consider?

Best regards
Christian
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