Re: st: panel data and normality?

[Maarten Buis <maartenlbuis@gmail.com>]

On Thu, Aug 15, 2013 at 6:55 AM, dhanur88 wrote:
> is it possible to use non-normal data is panel data regression if the data
> satisfied the model assumptions?

To quote the Statalist FAQ, which you are asked to read before posting
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I don't understand your question: why would normality/Gaussianity be
an issue if the data satisfies the model assumptions? Either
Gaussianity is one of the model assumptions and then your statement
that "the data satisfies the model assumptions" is false, or
Gaussianity is not one of the model assumptions and then the
Gaussianity or non-Gaussianity of the data is irrelevant.

Moreover, "panel data regression" does not uniquely identify the model
you want to estimate. In fact, there is a whole manual [XT] dedicated
to this family of models. So it is hard to give more precise advise.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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