[R] normality tests

[John C Frain]

For small samples I would think that the Shapiro Wilk test is probably
the most powerful.  Chapter 7 of Thon (2002), "Testing for Normality",
Marcel Dekker,  contains a good summary of research in this area.  If
you have a specific alternative in view you might find s better test.

Regards

John

On 25/05/07, gatemaze at gmail.com <gatemaze at gmail.com> wrote:
> On 25/05/07, Frank E Harrell Jr <f.harrell at vanderbilt.edu> wrote:
> > gatemaze at gmail.com wrote:
> > > Hi all,
> > >
> > > apologies for seeking advice on a general stats question. I ve run
> > > normality tests using 8 different methods:
> > > - Lilliefors
> > > - Shapiro-Wilk
> > > - Robust Jarque Bera
> > > - Jarque Bera
> > > - Anderson-Darling
> > > - Pearson chi-square
> > > - Cramer-von Mises
> > > - Shapiro-Francia
> > >
> > > All show that the null hypothesis that the data come from a normal
> > > distro cannot be rejected. Great. However, I don't think it looks nice
> > > to report the values of 8 different tests on a report. One note is
> > > that my sample size is really tiny (less than 20 independent cases).
> > > Without wanting to start a flame war, are there any advices of which
> > > one/ones would be more appropriate and should be reported (along with
> > > a Q-Q plot). Thank you.
> > >
> > > Regards,
> > >
> >
> > Wow - I have so many concerns with that approach that it's hard to know
> > where to begin.  But first of all, why care about normality?  Why not
> > use distribution-free methods?
> >
> > You should examine the power of the tests for n=20.  You'll probably
> > find it's not good enough to reach a reliable conclusion.
>
> And wouldn't it be even worse if I used non-parametric tests?
>
> >
> > Frank
> >
> >
> > --
> > Frank E Harrell Jr   Professor and Chair           School of Medicine
> >                       Department of Biostatistics   Vanderbilt University
> >
>
>
> --
> yianni
>
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-- 
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com