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Math Help - Multi-variate linear regression - dependent variable not normally distributed

  1. #1
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    Multi-variate linear regression - dependent variable not normally distributed

    I'm trying to create a multi-variate regression model, so far I've found 4 independent variables which are significant below the 0.05 level (p-value). None of the independent variables are normal (2 are categorical), I understand this is not a problem but that the dependent variable should be normal? Is this correct? The dependent variable is actually skewed to the right and looks almost bi-modal, I have tried various transformations but can't get rid of the skew or the bi-modal character. Does this mean I can't use linear regression to create a valid model?

    Thanks
    -Rob
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  2. #2
    MHF Contributor
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    Re: Multi-variate linear regression - dependent variable not normally distributed

    Hey TheRobster.

    Have you tried considering using an appropriate link function in terms of a Generalized Linear Model?

    If the residual is not normally distributed, this is one way to get around this.

    Do you have any experience in this area?
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