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, statalist.org is already up and running.


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

Re: st: non-normal residuals


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non-normal residuals
Date   Tue, 12 Feb 2013 09:41:08 -0500

Lots depends on details you've not indicated but I largely agree with
Maarten. Non-Gaussianity is in itself not a huge problem, but skew or
other clear patterns in the residuals may be a sign that the linear
regression is not correct. You may have an omitted variable, for
instance. A transformation may help if it makes sense, but I wouldn't
do it just to fix up residuals.

If you have a reasonable regression model and still have mild
non-Gaussianity (which is best diagnosed using -qnorm-) then
bootstrapping or robust standard errors is a good fix.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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