Re: Non-Parametric Multivariate Testing

Posted by Bruce Weaver on Dec 11, 2018; 8:45pm
URL: http://spssx-discussion.165.s1.nabble.com/Non-Parametric-Multivariate-Testing-tp5737151p5737157.html

Hello Betty.  Like Rich, I wonder what the actual problem is.  

Many people believe that OLS linear regression requires a normally
distributed dependent variable.  But there is no such requirement.  Good
stats texts typically state that the *errors* must be independently and
identically distributed as normal (with Mean=0 and variance = sigma^2).  But
even this is not quite correct, because it implies that normality of the
errors is a *necessary* condition.  IMO, however, normality of the errors is
only a sufficient condition.  The truly necessary condition is that the
sampling distributions of the coefficients are (approximately) normal--and
given a large enough sample size, they will be, even if the errors are not
normally distributed.  

I've just updated a set of slides you may find useful.  You can view them
here.

https://sites.google.com/a/lakeheadu.ca/bweaver/Home/statistics/files/OLS_regression_assumptions_Wooldridge.pdf

HTH.



betty wrote

> Hello all,
>
> I have some trouble finding the right test/model to see if there is a
> relation between some explanatory variables with one dependent variable.
>
> I already considered using Linear Regression and Logistic Regression. As
> my
> data does not meet all the assumptions for the Linear Regression and as
> the
> dependend variable is not binary, both of the Linear Regression and
> Logistic
> regression aren't optional.
>
> So my Question is: What Non-Parametric test for Multivariate testing can I
> use? Or is there a way so that I can still use the Linear Regression?
>
> Gr Betty
>
>
>
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Bruce Weaver
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