I have a positive asymmetric response variable in a regression model. One of the assumptions about linear model is that the stochastic component of the model is normally distributed. If I have a skewed response but my residuals are normally distributed could I use the linear model or I have to choose or a transformation or a GLM?
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Nick Cox
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Could you clarify the distinctions you are making between "stochastic component," "response," and "residuals"? I think the answer to your question may rest on understanding these. – whuber Apr 02 '15 at 16:01
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I think you will find the information you need in the linked thread. Please read it. If it isn't what you're want / you still have a question afterwords, come back here & edit your question to state what you learned & what you still need to know. Then we can provide the information you need without just duplicating material elsewhere that already didn't help you. – gung - Reinstate Monica Apr 02 '15 at 16:05