[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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