Linked Questions

2 votes
4 answers
11k 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 ...
The Wanderer's user avatar
7 votes
1 answer
7k 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 ...
gruangly's user avatar
  • 231
1 vote
1 answer
2k 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 ...
Alexia k Boston's user avatar
0 votes
1 answer
433 views

What is exactly the non-normality requisite for nonparametric tests? [duplicate]

As the title says, what is exactly what is being tested before deciding to use a non-parametric alternative test (as Kruskal-Wallis for ANOVA, or Mann-Whitney's U for student's t)? Most sources are ...
Kuku's user avatar
  • 1,375
1 vote
0 answers
154 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 ...
Jason Samuels's user avatar
0 votes
0 answers
80 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 ...
floripus's user avatar
0 votes
1 answer
43 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? ...
Larissa Scalco's user avatar
1 vote
0 answers
33 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 ...
user3115445's user avatar
56 votes
4 answers
89k 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 ...
luciano's user avatar
  • 13.7k
59 votes
3 answers
8k 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)...
colorlace's user avatar
  • 1,050
61 votes
3 answers
246k 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 ...
Roman Luštrik's user avatar
24 votes
7 answers
19k 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?
aL3xa's user avatar
  • 2,173
50 votes
5 answers
39k 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, ...
DeanP's user avatar
  • 871
29 votes
3 answers
60k 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 - \...
abc's user avatar
  • 1,811
18 votes
5 answers
5k 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?
Master Shi's user avatar

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