Re: [R] normality tests

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Fri, 25 May 2007 11:45:11 -0500

gatemaze_at_gmail.com wrote:
> Hi all,
>
> apologies for seeking advice on a general stats question. I ve run
> normality tests using 8 different methods:
> - Lilliefors
> - Shapiro-Wilk
> - Robust Jarque Bera
> - Jarque Bera
> - Anderson-Darling
> - Pearson chi-square
> - Cramer-von Mises
> - Shapiro-Francia
>
> All show that the null hypothesis that the data come from a normal
> distro cannot be rejected. Great. However, I don't think it looks nice
> to report the values of 8 different tests on a report. One note is
> that my sample size is really tiny (less than 20 independent cases).
> Without wanting to start a flame war, are there any advices of which
> one/ones would be more appropriate and should be reported (along with
> a Q-Q plot). Thank you.
>
> Regards,
>

Wow - I have so many concerns with that approach that it's hard to know where to begin. But first of all, why care about normality? Why not use distribution-free methods?

You should examine the power of the tests for n=20. You'll probably find it's not good enough to reach a reliable conclusion.

Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Fri 25 May 2007 - 16:50:07 GMT

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