+ Reply to Thread
Results 1 to 4 of 4

Thread: Regression with skewed data

  1. #1
    Fortran must die
    Points: 58,790, Level: 100
    Level completed: 0%, Points required for next Level: 0
    noetsi's Avatar
    Posts
    6,532
    Thanks
    692
    Thanked 915 Times in 874 Posts

    Regression with skewed data




    Our data is highly skewed, so much so that we routinely report median values not average ones in descriptive models. Now I am running regression with an interval variable I know will be skewed. I was wondering [given that I prefer not to transform variables if possible] if there was a regression that used medians rather than averages and what the good and bad points of doing this are?

    I know there are regression that work with medians, but I have never worked in this area.
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

  2. #2
    TS Contributor
    Points: 18,889, Level: 87
    Level completed: 8%, Points required for next Level: 461
    CowboyBear's Avatar
    Location
    New Zealand
    Posts
    2,062
    Thanks
    121
    Thanked 427 Times in 328 Posts

    Re: Regression with skewed data

    Great that you're cautious about transformation. But haven't we talked a fair bit here about the fact that regression does not assume a normally distributed DV? Are your errors highly skewed? Is your sample very small?

    That aside, I think the technique you're thinking of might be quantile regression?

  3. #3
    Omega Contributor
    Points: 38,396, Level: 100
    Level completed: 0%, Points required for next Level: 0
    hlsmith's Avatar
    Location
    Not Ames, IA
    Posts
    7,001
    Thanks
    398
    Thanked 1,186 Times in 1,147 Posts

    Re: Regression with skewed data

    Yeah quantile or robust regression may be of interest.
    Stop cowardice, ban guns!

  4. #4
    Dark Knight
    Points: 6,762, Level: 54
    Level completed: 6%, Points required for next Level: 188
    vinux's Avatar
    Posts
    2,011
    Thanks
    52
    Thanked 241 Times in 205 Posts

    Re: Regression with skewed data


    Quote Originally Posted by noetsi View Post
    Our data is highly skewed, so much so that we routinely report median values not average ones in descriptive models. Now I am running regression with an interval variable I know will be skewed. I was wondering [given that I prefer not to transform variables if possible] if there was a regression that used medians rather than averages and what the good and bad points of doing this are?

    I know there are regression that work with medians, but I have never worked in this area.
    You need to see how the residual is distributed.
    In the long run, we're all dead.

  5. The Following User Says Thank You to vinux For This Useful Post:

    CowboyBear (01-21-2016)

+ Reply to Thread

           




Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats