[R] multilevel analysis

David Winsemius dwinsemius at comcast.net
Tue Oct 1 02:14:15 CEST 2013


On Sep 30, 2013, at 3:22 PM, srecko joksimovic wrote:

> I thought so, but then I found this:
> "Normality
> The assumption of normality states that the error terms at every level of the model are normally distributed"
> maybe I misinterpreted something. 

Notice that it is the _error_terms_ that are to be normally distributed, not the data itself. One might even infer that "normally distrited data might be suspect because the "correct distribution should be a mixture of normals. Since the errors never are going to fit on a straight line on a QQ plot, the real question is "how far from Normal" and what the impact might be on the quantities being estimated.

-- 
David.
> 
> 
> On Mon, Sep 30, 2013 at 3:06 PM, David Winsemius <dwinsemius at comcast.net> wrote:
> 
> On Sep 30, 2013, at 2:50 PM, srecko joksimovic wrote:
> 
> > I have an example of multilevel analysis with 3 levels, but data are
> > non-normally distributed. In case of normal distribution, I would perform
> > multilevel linear analysis using lme function, but what should I do in case
> > of non-normal distribution?
> >
> 
> But normal distribution is not a requirement for linear models. Please review your theory.
> 
> > thanks,
> > Srecko
> >
> >       [[alternative HTML version deleted]]
> >
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> 
> David Winsemius
> Alameda, CA, USA
> 
> 

David Winsemius
Alameda, CA, USA



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