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Re: st: Non-normally distributed dependent variable for Random-Intercept Model and 2SLS


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Non-normally distributed dependent variable for Random-Intercept Model and 2SLS
Date   Mon, 9 Nov 2009 14:33:08 -0800 (PST)

--- On Mon, 9/11/09, Christian Weiß wrote:
> I am using a dependent variable which is almost, but
> according to the respective tests, not normally distributed
> (even after transforming).

This is a very common mistake: These models do not assume that the 
dependent variable is normally distributed, but that the residuals
are normally distributed. Any test of normality/Gaussianity of the
dependent variable is thus meaningless. 

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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