Re: non normal distribution and regressions

In article <26952716.1176909103407.JavaMail.jakarta@xxxxxxxxxxxxxxxxxxxxxx>,
joseph Frank <josephFrank1969@xxxxxxxxxxx> wrote:
Hi,

If the distribution of y variable is not normal. (skewness equal to 1.1 and kurtosis to 8.2) can i run a simple linear regression of the y on x variables?
J

The validity of regression depends little on normality
of anything. The validity of the classical tests depends
on the normality of the errors, but the asymptotic
validity does not.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.

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