[R] regressing on variable with heavy tails

[David Winsemius]

On Apr 30, 2011, at 9:36 PM, Jeroen Ooms wrote:

> I have a dependent variable with is very peaked and has heavy tails,
> something I haven't encountered before. (histogram:
> http://postimage.org/image/2sw9bn8pw/). What could be an appropriate  
> family
> or transformation to do regress on this?

None. You have not yet established that the residuals of your analysis  
violate any of linear regression assumptions. It is the residuals that  
need to be Normal, not the dependent variable.

-- 

David Winsemius, MD
West Hartford, CT