normality test
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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