Rafal wrote: > I have a network of sample plots distirubuted in a regular grid in > researched area. On each plot I measured my dependent variable and set of > 'independent' (as independent as real world relations can be where > everything sems to be related to everything). Now I am using multivariate > regression to create a model allowing to estimate dependent variable from > set of independent. Dependent variable has normal distribution. The most > correlated with dependent variable seems to be height above sea level > although its distribution is very different from normal because of shape of > area where research was made. My questions are: > 1)Should I try to transform it to obtain distribution more similar to normal > as literature suggests? > 2) When forward or backward stepwise regression is used, is there a limit > for the number of independent variables one can take into procedure? Does > the literature which suggest taking 5 to 20 times less variables then cases > speaks about final equation obtained from frinished regression procedure or > amount before stepwise procedure?
The distribution of the predictor/independent variables isn't assumed to be normal in multiple regression. The important thing is the distribution of the residuals in the multiple regression (which are assumed to be sample from a normal population). Plot the residuals of your model - you may not have a problem. Thom . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
