Multiple linear regression + QQplots problem Includes pics

[emelie_earl]

I want to do multiple linear regression, but one of the requirements is the residuals to be normally distributed, and I can check that with QQplots but then the QQ plot shows it is about 95% of data fit into the normal line, but 5% is way off!

can I still proceed ?*or do I have to find a way to transform the data ?*

 

[statdad]

Your plots show serious non-normality in the error structure, with (as you've noted) problems in the tails, and since least squares is incredibly non-robust you're correct to be concerned.
1) Have you noticed any strange behavior in your estimates (coefficients with signs opposite what you might expect)?
2) Have you tried a robust regression? The MASS package in R provides several good options.

 

[emelie_earl]

Your plots show serious non-normality in the error structure, with (as you've noted) problems in the tails, and since least squares is incredibly non-robust you're correct to be concerned.
1) Have you noticed any strange behavior in your estimates (coefficients with signs opposite what you might expect)?
2) Have you tried a robust regression? The MASS package in R provides several good options.

Thank you!
I will try Robust regression.