[R] dependent p.values in R
Ben Bolker
bbolker at gmail.com
Sun Jul 10 18:59:37 CEST 2016
Fernando Marmolejo Ramos <fernando.marmolejo.ramos <at> psychology.su.se>
writes:
>
> hi marc
>
> say i have a vector with some x number of observations
>
> x = c(23, 56, 123, ..... )
>
> and i want to know how normal it is
>
> as there are many normality tests, i want to combine their p.values
>
> so, suppose i use shapiro.wilk, anderson darling and
> jarque bera and each will give a pvalue
>
> i could simply average those p,values but to my knowledge
> that approach is biased
>
> so i thought, in the same way there is a method to combine
> independent pvalues (e.g. stouffer method); is
> there a way to combine dependent pvalues?
>
> best
>
> f
>
Yikes. There is extensive discussion, e.g. at
http://tinyurl.com/normtests , that suggests that much of the
time (if not always) formal statistical hypothesis tests for
normality are misguided. Combining p-values from different tests
feels like compounding the issue. In any case, I would definitely
say that this a question for CrossValidated
(http://stats.stackexchange.com), rather than r-help ...
Ben Bolker
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