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Thread: non normal distribution and regression

  1. #1
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    non normal distribution and regression


    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?

  2. #2
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    In linear regression we assume that the residuals are normally distributed. You can run the regression, then check model adequacy by a normal probability plot of the residuals, and plotting residuals vs. fitted value etc.

    Linear regression is fairly robust with respect to the normality assumption.

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