Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

Re: st: non-normal residuals

From   Maarten Buis <>
Subject   Re: st: non-normal residuals
Date   Tue, 12 Feb 2013 13:17:09 +0100

Non-Gaussianity(*) of the residuals is on its own almost never a real
problem. Linear regression(**) is well known to be remarkably robust
in that sense. What you need to take care of is whether or not your
effects are linear, as strong deviations from Gaussianity can be a
sign that that might be a problem. But as long as your effects are
reasonably linear, you either do nothing about non-Gaussianity or you
specify -vce(robust)- or you specify -vce(bootstrap)-. I'd be worried
if the method matters.

Notice that -ladder- or -gladder- do not look at residuals but at the
marginal distribution, so those commands cannot solve your problem.

-- Maarten

(*) Gaussian distribution is another name for the "normal"
distribution without the normative connotation.

(**) OLS is the name of the algorithm used for estimating the
parameters of a linear regression model. So the name of the model you
want to estimate is "linear regression model" not "OLS".

On Mon, Feb 11, 2013 at 11:22 PM, Xixi Lin <> wrote:
> Hi All,
> I have a cross-sectional multiple regression, I wanna use OLS, and
> tested for its assumptions. It turned out that the residuals are not
> normal. And I tried to transform Y and X to other forms, however, it
> does not help to solve the non-normality problem. I use the following
> code to find the best fit for transformation.
> ladder Y
> gladder Y
> Is there any other way that I can fix the non-normality problem? Thanks.
> Best,
> Xixi Lin
> *
> *   For searches and help try:
> *
> *
> *

Maarten L. Buis
Reichpietschufer 50
10785 Berlin
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index