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Re: st: non-normal residual

From   Michael Norman Mitchell <>
Subject   Re: st: non-normal residual
Date   Thu, 29 Apr 2010 10:42:39 -0700

Greetings Fabio

I think that this is an outstanding question, especially since there is so much conflicting information on this topic. I feel that the following article provides an outstanding presentation of this issue and some extremely useful information.

Thomas Lumley, Paula Diehr, Scott Emerson, and Lu Chen

I would recommend this article to anyone who has contemplated the issue of the normality assumption.

Best regards,

Michael N. Mitchell
See the Stata tidbit of the week at...

On 2010-04-29 10.19 AM, Fabio Zona wrote:
Dear statlist

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...)
- any tranformation of Y does not allow to approach a normal-distribution
- beyond Y, residuals are non-normally distributed

Any suggestions on how to handle this situation?

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