Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

RE: st: non-normal residual

From   Maarten buis <>
To   stata list <>
Subject   RE: st: non-normal residual
Date   Thu, 29 Apr 2010 17:37:32 +0000 (GMT)

--- Fabio Zona wrote
> 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...)

The difference between the postions has more to do with terminology than
substance. In a graphical sense --- looking for a bell shape --- it is 
the residuals that have to be normal. In a modeling sense we can very
well think of a normal distributed y where the mean changes over some
explanatory variables. Problem is, if we graph such a distribution it 
will look nothing like the bell curve that we are used to. So for 
model checking purposes the graphical sense, i.e. looking at the 
residuals rather than the dependent variable, is the "right" answer.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index