Re: CLT and regression

r.c.reulen@xxxxxxxxx wrote:
Hello,

Can someone explain how the central limit theorem is related to
regression analysis? I understand the basics of the CLT, but don't
understand its relationship with regression analyis. I am conducting
an analysis with approx. 1000 subjects. These subjects have a score
between 0-100 on a certain physical functioning (PF) scale. PF is the
dependent variable in my analysis. The distribution of these scores are
highly skewed. Can I still use linear regression analysis? Or should I
go for non-parametric or bootstrapping techniques?

Thanks

The central limit theorem is not involved. The shape of the marginal
distribution of the dependent variable is not directly relevant. The
quantities that ordinary least squares regression assumes to be normal
(and homoscedastic) are the deviations of the dependent variable from
the true regression line.

.

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