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Non-normal variation and regression to the mean.

Chesher, A; (1997) Non-normal variation and regression to the mean. Stat Methods Med Res , 6 (2) pp. 147-166. 10.1177/096228029700600205.

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Abstract

Non-normal variation across repeated measurements leads to nonlinear and heteroskedastic regression to the mean unlike the simple linear and homoskedastic regression to the mean found in normal models. This paper investigates the nature of the regression to the mean phenomenon in non-normal settings using (a) small variance approximations and (b) exact results obtained using normal mixtures to approximate non-normal distributions.

Type: Article
Title: Non-normal variation and regression to the mean.
Location: England
DOI: 10.1177/096228029700600205
Keywords: Analysis of Variance, Biometry, Blood Pressure, Humans, Models, Statistical, Nonlinear Dynamics, Reference Values, Regression Analysis, Stochastic Processes
UCL classification: UCL > School of Arts and Social Sciences
URI: http://discovery.ucl.ac.uk/id/eprint/52832
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