[R] normality test
Achim Zeileis
Achim.Zeileis at R-project.org
Thu Apr 28 16:20:32 CEST 2005
On Thu, 28 Apr 2005 08:52:33 -0500 roger koenker wrote:
> For my money, Frank's comment should go into fortunes. It seems a
> rather Sisyphean battle to keep the lessons of robustness on the
> statistical table but nevertheless well worthwhile.
Added.
On more comment: maybe it's also worth noting that you don't necessarily
have to rank-transform the data. Instead you can also use a permutation
test based on the original observations.
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This approach is implemented in the coin package for conditional
inference.
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Z
> url: www.econ.uiuc.edu/~roger Roger Koenker
> email rkoenker at uiuc.edu Department of
> Economics vox: 217-333-4558 University
> of Illinois fax: 217-244-6678 Champaign,
> IL 61820
>
> On Apr 28, 2005, at 7:46 AM, Frank E Harrell Jr wrote:
>
> >
> > Usually (but not always) doing tests of normality reflect a lack of
> > understanding of the power of rank tests, and an assumption of high
> > power for the tests (qq plots don't always help with that because of
> > their subjectivity). When possible it's good to choose a robust
> > method. Also, doing pre-testing for normality can affect the type I
> > error of the overall analysis.
> >
> > --
> > Frank E Harrell Jr Professor and Chair School of
> > Medicine
> > Department of Biostatistics Vanderbilt
> > University
> >
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