Other possibilities are to go outside Stata and use MCMC such as in MLWin or WInBUGS.
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of John Antonakis
Sent: Wednesday, June 03, 2009 6:32 AM
To: [email protected]
Subject: Re: st: REML with non-normally distributed dependent Variable
Hi:
You have a simple random-effects model; in this case, consider using
xtreg with robust SE.
HTH,
J.
____________________________________________________
Prof. John Antonakis
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On 03.06.2009 13:23, Christian Weiss wrote:
> Thank you for your answer!
>
> I already log-transformed the variable, yielding the following result:
>
> http://yfrog.com/11graphpp
>
>
> ...looks relatively normally distributed to me.
>
> Unfortunately, swilk and swfrancia still tell me that it's not
> normally distributed...
>
>
>
> On Tue, Jun 2, 2009 at 10:04 PM, Dan MacNulty <[email protected]> wrote:
>
>> Why not transform your dependent variable (e.g, log-transform) to
>> approximate a normal distribution? Dan
>>
>> Christian Weiss wrote:
>>
>>> Dear Statalisters,
>>>
>>> I am working with a random-intercept model using REML. As it turned
>>> out my dependent variable is not normally distributed.
>>> If I recall it correctly, one of the assumptions of ML is multivariate
>>> normality. Do you have any advice what to do or to consider?
>>>
>>> Best regards
>>> Christian
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>>>
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>>
>
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