normality test
Romain Francois wrote:
Le 28.04.2005 13:16, Pieter Provoost a ??crit :
Hi, I have a small set of data on which I have tried some normality tests. When I make a histogram of the data the distribution doesn't seem to be normal at all (rather lognormal), but still no matter what test I use (Shapiro, Anderson-Darling,...) it returns a very small p value (which as far as I know means that the distribution is normal). Am I doing something wrong here? Thanks Pieter
Hello, You seem to know not far enougth. Null hypothesis in shapiro.test is **normality**, if your p-value is very small, then the data is **not** normal. Look carefully at ?shapiro.test and try again. Furthermore, normality tests are not very powerful. Consider using a ?qqnorm and ?qqline Romain
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