Solving linear regression without skewness of the residuals’ distribution
Por:
Ricker, Martin
Publicada:
1 ene 2019
Resumen:
Linear ordinary least squares (OLS) regression assumes an unskewed distribution of the residuals for correct inference and prediction. A proof is given that for Manly’s exponential transformation of the dependent variable, there is always at least one solution for ? such that the skewness of the standardized residuals’ distribution is zero. A computer code in Mathematica, together with an illustrative example, are provided. Generalized linear models are discussed briefly in comparison. © 2019, © 2019 Taylor & Francis Group, LLC.
Filiaciones:
Instituto de Biología, Universidad Nacional Autónoma de México, Mexico
Univ Nacl Autonoma Mexico, Inst Biol, Circuito Zona Deport S-N,Ciudad Univ, Mexico City 04510, DF, Mexico
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