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


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: REML with non-normally distributed dependent Variable
Date   Wed, 3 Jun 2009 07:54:15 -0500

Other possibilities are to go outside Stata and use MCMC such as in MLWin or WInBUGS. 

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis
Sent: Wednesday, June 03, 2009 6:32 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: REML with non-normally distributed dependent Variable

Hi:

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

HTH,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
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Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



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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