[R] dependent p.values in R

[Ben Bolker]

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