Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
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
--------------------------


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index