[R] Lilliefors Test
kjetil@entelnet.bo
kjetil at entelnet.bo
Mon Oct 20 20:17:42 CEST 2003
On 20 Oct 2003 at 7:35, Haynes, Maurice (NIH/NICHD) wrote:
> Is it not true that the Shapiro Wilks test implemented in the package
> ctest requires the assumption that the population variance of the
> variable is known?
AFAIK, there is not. And there is no such argument to shapiro.test,
so if this was a requirement for the correctness of shapiro.test, the
implementation in ctest is wrong, which I doubt. Furthermore, from my
limited reading about the Shapiro-Wilk test there is no reason to
beleave this is a requirement.
>
> Is it also not true that the Lilliefors is not a test of normality
> as such, but is rather a correction of the p-value for the
> Kolmogorov Smirnov test?
Well, yes, but it is still a (bad) test of normality,
isnt it?
Kjetil Halvorsen
>
> Thanks,
>
> Maurice Haynes
> National Institute of Child Health and Human Development
> Child and Family Research Section
> 6705 Rockledge Drive
> Bethesda, MD 20892
> Voice: 301-496-8180
> Fax: 301-496-2766
> E-Mail: mh192j at nih.gov
>
>
>
> | -----Original Message-----
> | From: kjetil at entelnet.bo [mailto:kjetil at entelnet.bo]
> | Sent: Friday, October 17, 2003 3:33 PM
> | To: R HELP; Martina Pavlicova
> | Subject: Re: [R] Lilliefors Test
> |
> |
> | On 17 Oct 2003 at 13:59, Martina Pavlicova wrote:
> |
> | There is shapiro.test in package ctest, which have much better power
> | properties than Lillefors test. So there is no need to have
> | Lilliefors test in R, except for archeological interest.
> |
> | Kjetil Halvorsen
> |
> | >
> | > Hello everybody,
> | >
> | > I would like to perform a test for normality (without specifying the
> | > mean a variance) on the sample data (80 observations). I found that
> | > Lilliefors test is appropriate. Does anybody have it
> | programmed already,
> | > or is there a function for this test in R?
> | >
> | > Thank you very much,
> | >
> | > Martina Pavlicova
> | >
> | --------------------------------------------------------------
> | ------------
> | > Department of Statistics Office Phone: (614) 292-1567
> | > 1958 Neil Avenue, 304E Cockins Hall FAX: (614) 292-2096
> | > The Ohio State University E-mail:
> | pavlicov at stat.ohio-state.edu
> | > Columbus, OH 43210-1247
> | www.stat.ohio-state.edu/~pavlicov
> | >
> | > ______________________________________________
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