I have the following two questions: 1) one of my variables, say y, is normally distributed (shapiro/lilliefors tests). However, the residuals of lmer(y ~ x + (1|Subject)) are not normally distributed. Thus, as far as I understand, I can not use lmer results. I was thinking about replacing lmer by (robust) rlmer. Do you agree? Is there a better recommended approach? 2) another variable, say z, is not normally distributed but the residuals of lmer (z ~ x + (1|Subject)) pass the normality tests. May I accept the results of lmer? Kind regards, CSM
Normal data vs normal residuals
2 messages · Célia Sofia Moreira, Ben Bolker
On 17-10-16 08:38 AM, C?lia Sofia Moreira wrote:
I have the following two questions: 1) one of my variables, say y, is normally distributed (shapiro/lilliefors tests). However, the residuals of lmer(y ~ x + (1|Subject)) are not normally distributed. Thus, as far as I understand, I can not use lmer results. I was thinking about replacing lmer by (robust) rlmer. Do you agree? Is there a better recommended approach?
2) another variable, say z, is not normally distributed but the residuals of lmer (z ~ x + (1|Subject)) pass the normality tests. May I accept the results of lmer?
The marginal distribution (unconditional distribution of y in the first case or z in the second case) is not really relevant at all. Many statisticians think that statistical testing of residuals for Normality is a waste of time (because such tests will almost always fail to reject the null hypothesis for small samples and will almost always succeed in rejecting for large samples, even when the level of non-Normality is not a practical problem for estimation or inference: e.g. see https://stats.stackexchange.com/questions/2492/is-normality-testing-essentially-useless If you still conclude that the level of non-Normality is a problem, then transformation of the response variable or robust estimation via rlmer are both reasonable strategies. Alternatively you could look for a statistical framework that allows fat-tailed distributions such as Student t (e.g. brms).
Kind regards, CSM [[alternative HTML version deleted]]
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