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Re: st: Multilevel Models with Skewed Outcome using -runmlwin-


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multilevel Models with Skewed Outcome using -runmlwin-
Date   Thu, 6 Sep 2012 10:50:52 +0200

On Wed, Sep 5, 2012 at 9:23 PM, Emmott, Emily wrote:
>  I am currently using a large dataset with information on children's school test scores from multiple occasions (i.e., test nested in children). The test scores were collected as integers which range from 0 to 15.
>
>  The problem I have is that the scores are negatively skewed:
<snip>
>  So, my question is, is it ok in my situation to carry out a multilevel normal regression on the test scores despite the skew?

Linear regression models (multi-level or not) do not assume that the
marginal distribution of the dependent variable is Gaussian
("normal"), in fact the distribution of the dependent variable assumed
by the model can deviate substantially from the well know clock shape.
For an example, see the last example of:
<http://www.maartenbuis.nl/software/hangroot.html>. The assumption of
Gaussianity refers to the residuals. So, the checking you did contains
no information whatsoever concerning the appropriateness of your model
in your data.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

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