Linked Questions

6
votes
1answer
4k views

Does linear regression assume all variables (predictors and response) to be multivariate normal? [duplicate]

I stumbled on this really nice blog. http://www.statisticssolutions.com/assumptions-of-linear-regression/ It has mentioned- "the linear regression analysis requires all variables to be multivariate ...
1
vote
4answers
964 views

How is Y Normally Distributed in Linear Regression [duplicate]

I understand that $y_{i}$s are normally distributed because we assume that the residual is normally distributed which seems a decent assumption. Question: Does that mean $Y$ is also normally ...
0
votes
1answer
274 views

Normality test and Outlier detection [duplicate]

In this question, I would like to ask two things: outlier detection normality test Details are as follows: I need to detect and remove outliers in my data. Before doing that, I want to test if my ...
1
vote
0answers
98 views

Non-normal observations in regression modelling [duplicate]

I read an article that says the dependent variables in a regression model must be normally distributed. The way i understand it, is that the observations for the regression model must then be normally ...
0
votes
0answers
67 views

Non-normal data and non-parametric tests [duplicate]

I have two non-normal variables (one DV, one IV) and a few 7-point Likert scale IVs (normally distributed). The non-normal variables are centrality scores from network analysis - DV is from the ...
0
votes
1answer
20 views

panel data model [duplicate]

Good Morning, I have a doubt. I am doing a panel data model to calculate the benchmarking of some companies in the sector. is there any test that I can apply to know if I use fixed or random effects? ...
1
vote
0answers
14 views

Skewed response variable LM [duplicate]

I have a positive asymmetric response variable in a regression model. One of the assumptions about linear model is that the stochastic component of the model is normally distributed. If I have a ...
51
votes
3answers
191k views

ANOVA assumption normality/normal distribution of residuals

The Wikipedia page on ANOVA lists three assumptions, namely: Independence of cases – this is an assumption of the model that simplifies the statistical analysis. Normality – the distributions of the ...
45
votes
3answers
3k views

Where does the misconception that Y must be normally distributed come from?

Seemingly reputable sources claim that the dependent variable must be normally distributed: Model assumptions: $Y$ is normally distributed, errors are normally distributed, $e_i \sim N(0,\sigma^2)...
18
votes
6answers
15k views

Appropriate normality tests for small samples

So far, I've been using the Shapiro-Wilk statistic in order to test normality assumptions in small samples. Could you please recommend another technique?
25
votes
3answers
40k views

What should I check for normality: raw data or residuals?

I've learnt that I must test for normality not on the raw data but their residuals. Should I calculate residuals and then do the Shapiro–Wilk's W test? Are residuals calculated as: $X_i - \...
24
votes
5answers
36k views

How does linear regression use the normal distribution?

In linear regression, each predicted value is assumed to have been picked from a normal distribution of possible values. See below. But why is each predicted value assumed to have come from a normal ...
13
votes
5answers
2k views

Why Normality assumption in linear regression

My question is very simple: why we choose normal as the distribution that error term follows in the assumption of linear regression? Why we don't choose others like uniform, t or whatever?
33
votes
3answers
26k views

Normality of dependent variable = normality of residuals?

This issue seems to rear its ugly head all the time, and I'm trying to decapitate it for my own understanding of statistics (and sanity!). The assumptions of general linear models (t-test, ANOVA, ...
18
votes
3answers
17k views

What tests do I use to confirm that residuals are normally distributed?

I have some data which looks from plotting a graph of residuals vs time almost normal but I want to be sure. How can I test for normality of error residuals?

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