Message-ID: <3c2afd2aaa35f6fc3998188234e6ab59@ysidro.econ.uiuc.edu>
Date: 2005-04-28T13:52:33Z
From: Roger Koenker
Subject: normality test
In-Reply-To: <4270DB1C.20301@vanderbilt.edu>
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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