Re: [R] shapiro wilk normality test

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Sun, 13 Jul 2008 08:29:13 -0500

Marta Colombo wrote:
> Hi!
> Well, if you look at the output:
> shapiro.test(rnorm(5000))

>> ┬  ┬  ┬  ┬  Shapiro-Wilk normality test
>>
>> data:┬  rnorm(5000)
>> W = 0.9997, p-value = 0.6205

>
> You can see that the p-value is 0.6205 so you can't refuse the normality hypotesis.
> H0: normal data┬ ┬ ┬ vs H1: not normal
> So shapiro.wilk test is saying that your data are normal and it's correct!
> Bye
> Marta

A large P-value means nothing more than needing more data. No conclusion is possible. Please read the classic paper Absence of Evidence is not Evidence for Absence.

Your first sentence is correct, but not the second.

Why test for normality? What downstream method depends on it? If normality is in doubt why not use a method that doesn't require it?

Frank Harrell

>
>
> ----- Messaggio originale -----
> Da: C.H. <chainsawtiney_at_gmail.com>
> A: "Bunny, lautloscrew.com" <bunny_at_lautloscrew.com>
> Cc: r-help_at_r-project.org
> Inviato: Domenica 13 luglio 2008, 7:27:43
> Oggetto: Re: [R] shapiro wilk normality test
>
> You may consider the nortest package.
>
> http://cran.r-project.org/web/packages/nortest/index.html
>
> Regards,
>
> CH
>
> On Sat, Jul 12, 2008 at 11:30 PM, Bunny, lautloscrew.com
> <bunny_at_lautloscrew.com> wrote:

>> Hi everybody,
>>
>> somehow i dont get the shapiro wilk test for normality. i just can┬┤t find
>> what the H0 is .
>>
>> i tried :
>>
>> ┬  shapiro.test(rnorm(5000))
>>
>> ┬  ┬  ┬  ┬  Shapiro-Wilk normality test
>>
>> data:┬  rnorm(5000)
>> W = 0.9997, p-value = 0.6205
>>
>>
>> If normality is the H0, the test says it┬┤s probably not normal, doesn┬┤t it ?
>>
>> 5000 is the biggest n allowed by the test...
>>
>> are there any other test ? ( i know qqnorm already ;)
>>
>> thanks in advance
>>
>> matthias
>> ______________________________________________
>> R-help_at_r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>

>
>
>
>
> ------------------------------------------------------------------------
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

______________________________________________
R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Sun 13 Jul 2008 - 13:35:35 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sun 13 Jul 2008 - 15:31:39 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive