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Re: st: non-normal residual


From   Michael Norman Mitchell <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non-normal residual
Date   Thu, 29 Apr 2010 10:42:39 -0700

Greetings Fabio

I think that this is an outstanding question, especially since there is so much conflicting information on this topic. I feel that the following article provides an outstanding presentation of this issue and some extremely useful information.

THE IMPORTANCE OF THE NORMALITY
ASSUMPTION IN LARGE PUBLIC
HEALTH DATA SETS
Thomas Lumley, Paula Diehr, Scott Emerson, and Lu Chen

http://works.bepress.com/cgi/viewcontent.cgi?article=1023&context=paula_diehr

I would recommend this article to anyone who has contemplated the issue of the normality assumption.

Best regards,

Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com

On 2010-04-29 10.19 AM, Fabio Zona wrote:
Dear statlist

I have a cross-section multiple regression: however,
- Y is not distributed normally (some say it should be; some say it is not needed! where is the truth? I read residuals must be normally distributed, not the Y...)
- any tranformation of Y does not allow to approach a normal-distribution
- beyond Y, residuals are non-normally distributed

Any suggestions on how to handle this situation?

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