normality test

On Thu, 28 Apr 2005 08:52:33 -0500 roger koenker wrote:

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.

Added.

On more comment: maybe it's also worth noting that you don't necessarily
have to rank-transform the data. Instead you can also use a permutation
test based on the original observations.
<advertisment>
This approach is implemented in the coin package for conditional
inference.
</advertisment>

Z

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