You don't need normality for regression. You may need it for certain optimality properties to hold, but you can apply OLS without normality.
On 1 Mar 2002, Alex Yu wrote: > > I know that robust regression can downweight outliers. Should someone > apply robust regression when the data have skewed distributions but do not > have outliers? Regression assumptions require normality of residuals, but > not the normality of raw scores. So does it help at all to use robust > regression in this situation. Any help will be appreciated. > > > > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at > http://jse.stat.ncsu.edu/ > ================================================================= > ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
