S2E17: Embracing Your Non-Normality
Quantitude
00:00
Embracing Non-Normality in Statistical Modeling
Exploring the concept of embracing non-normality in statistical modeling, including discussions on flexibility with distributions, Bayesian approaches, and building models not reliant on normality for categorical or ordinal outcomes. Introduces two-stage least squares as a limited information estimator with distinct advantages over maximum likelihood estimation.
Transcript
Play full episode
