[R] normality test

roger koenker roger at ysidro.econ.uiuc.edu
Thu Apr 28 15:52:33 CEST 2005


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.

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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