[R] normality test

[Pieter Provoost]

Thanks all for your comments and hints. I will try to keep them in mind.
Since a number of people asked me what I'm trying to do: I want to apply
Bayesian inference to a simple ecological model I wrote, and therefore I
need to fit (uniform, normal or lognormal) distributions to sets of observed
data (to derive mean and sd). You probably have noticed that I'm quite new
to statistics, but I'm working on that...

Pieter

----- Original Message -----
From: "Achim Zeileis" <Achim.Zeileis at R-project.org>
To: "roger koenker" <roger at ysidro.econ.uiuc.edu>
Cc: <R-help at stat.math.ethz.ch>
Sent: Thursday, April 28, 2005 4:20 PM
Subject: Re: [R] normality test


> 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.
> <advertisment>
> This approach is implemented in the coin package for conditional
> inference.
> </advertisment>
>
> 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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