Date:         Wed, 21 Jan 2004 14:18:26 -0600
Reply-To:     Paul R Swank <Paul.R.Swank@uth.tmc.edu>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Paul R Swank <Paul.R.Swank@uth.tmc.edu>
Subject:      Re: QUERY: Data assumptions for Linear Regression
In-Reply-To:  <cdb55bcd63db.cd63dbcdb55b@usd.edu>
Content-Type: text/plain; charset="us-ascii"

That is not actually the case. I have often seen skewed distributions of
outcomes have normally distributed (or at least symmetrical and unimodal)
residuals given skewed predictors. I would expect that the opposite is true
as well. The correct assumption is that the residuals are normally and
independently distributed with homogeneous variances across the levels of
the predictor(s).

Paul R. Swank, Ph.D.
Professor, Developmental Pediatrics
Medical School
UT Health Science Center at Houston


-----Original Message-----
From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of
mgranaas@usd.edu
Sent: Wednesday, January 21, 2004 9:06 AM
To: SPSSX-L@LISTSERV.UGA.EDU
Subject: Re: QUERY: Data assumptions for Linear Regression


If the residuals are normally distributed so is that
data.  Likewise if the data are normally distributed
so are the residual.

The regression model represents data as consisting
of a systmatic part (the predicted value) and error.
 It is only the error that can be normally distributed.

The outcome variable needs to be normally
distributed within levels of the predictor
variables.  We also need to assume that the outcome
variable has the same error distribution at all
levels of the predictors.

There is no normality requirement for the predictors.

MG
****************************************************
Michael Granaas                 mgranaas@usd.edu
Assoc. Prof.                    Phone: 605 677 5295
Dept. of Psychology             FAX:  605 677 3195
University of South Dakota
414 E. Clark St.
Vermillion, SD 57069
*****************************************************

----- Original Message -----
From: Robert Fall <robert_fall@hotmail.com>
Date: Wednesday, January 21, 2004 6:46 am
Subject: QUERY: Data assumptions for Linear Regression

> Hello all,
>
> Does anyone know know if all the predictor and
outcome variables
> shouldbe normally distributed for the assumptions
to be met to
> carry out a
> Multiple Linear Regression - or is it just the
residuals that need
> to be
> normally distributed?
>
> Thanks in advance,
> Robert
>