Differences Between the Normal and Poisson Distributions

December 23rd, 2016 by

The normal distribution is so ubiquitous in statistics that those of us who use a lot of statistics tend to forget it’s not always so common in actual data.

And since the normal distribution is continuous, many people describe all numerical variables as continuous. I get it: I’m guilty of using those terms interchangeably, too, but they’re not exactly the same.

Numerical variables can be either continuous or discrete.

The difference? Continuous variables can take any number within a range. Discrete variables can only be whole numbers.

So 3.04873658 is a possible value of a continuous variable, but not discrete.

Count variables, as the name implies, are frequencies of some event or state. Number of arrests, fish (more…)

Anatomy of a Normal Probability Plot

April 7th, 2014 by

Stage 2A normal probability plot is extremely useful for testing normality assumptions.  It’s more precise than a histogram, which can’t pick up subtle deviations, and doesn’t suffer from too much or too little power, as do tests of normality.

There are two versions of normal probability plots: Q-Q and P-P.  I’ll start with the Q-Q.   (more…)

6 Types of Dependent Variables that will Never Meet the Linear Model Normality Assumption

September 17th, 2009 by

The assumptions of normality and constant variance in a linear model (both OLS regression and ANOVA) are quite robust to departures.  That means that even if the assumptions aren’t met perfectly, the resulting p-values will still be reasonable estimates.

But you need to check the assumptions anyway, because some departures are so far that the p-value become inaccurate.  And in many cases there are remedial measures you can take to turn non-normal residuals into normal ones.

But sometimes you can’t.

Sometimes it’s because the dependent variable just isn’t appropriate for a linear model.  The (more…)

Checking Assumptions in ANOVA and Linear Regression Models: The Distribution of Dependent Variables

April 10th, 2009 by

Here’s a little reminder for those of you checking assumptions in regression and ANOVA:

The assumptions of normality and homogeneity of variance for linear models are not about Y, the dependent variable.    (If you think I’m either stupid, crazy, or just plain nit-picking, read on.  This distinction really is important). (more…)

The Distribution of Independent Variables in Regression Models

April 9th, 2009 by

I often hear concern about the non-normal distributions of independent variables in regression models, and I am here to ease your mind.Stage 2

There are NO assumptions in any linear model about the distribution of the independent variables.  Yes, you only get meaningful parameter estimates from nominal (unordered categories) or numerical (continuous or discrete) independent variables.  But no, the model makes no assumptions about them.  They do not need to be normally distributed or continuous.

It is useful, however, to understand the distribution of predictor variables to find influential outliers or concentrated values.  A highly skewed independent variable may be made more symmetric with a transformation.