Thanks for the feedback. My goal is to run a simple test to show that the data cannot be rejected as either normally or uniformally distributed (depening on the variable), which is what a previous K-S test run using SPSS had shown. The actual distribution I compare to my sample only matters that it would be rejected were my data multi- modal. This way I can suggest the data is from the same population. I later run PCA and cluster analyses to confirm this but I want an easy stat to start with for the individual variables.
I didn't think I was comparing my data against itself, but rather again a normal distribution with the same mean and standard deviation. Using the mean seems necessary, so is it incorrect to have the same standard deviation too? I need to go back and read on the K-S test to see what the appropriate constraints are before bothering anyone for more help. Sorry, I thought I had it. Thanks again, kbrownk On Nov 11, 12:40 am, Greg Snow <greg.s...@imail.org> wrote: > The way you are running the test the null hypothesis is that the data comes > from a normal distribution with mean=0 and standard deviation = 1. If your > minimum data value is 0, then it seems very unlikely that the mean is 0. So > the test is being strongly influenced by the mean and standard deviation not > just the shape of the distribution. > > Note that the KS test was not designed to test against a distribution with > parameters estimated from the same data (you can do the test, but it makes > the p-value inaccurate). You can do a little better by simulating the > process and comparing the KS statistic to the simulations rather than looking > at the computed p-value. > > However you should ask yourself why you are doing the normality tests in the > first place. The common reasons that people do this don't match with what > the tests actually test (see the fortunes on normality). > > -- > Gregory (Greg) L. Snow Ph.D. > Statistical Data Center > Intermountain Healthcare > greg.s...@imail.org > 801.408.8111 > > > > > -----Original Message----- > > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > > project.org] On Behalf Of Kerry > > Sent: Wednesday, November 10, 2010 9:23 PM > > To: r-h...@r-project.org > > Subject: [R] Kolmogorov Smirnov Test > > > I'm using ks.test (mydata, dnorm) on my data. I know some of my > > different variable samples (mydata1, mydata2, etc) must be normally > > distributed but the p value is always < 2.0^-16 (the 2.0 can change > > but not the exponent). > > > I want to test mydata against a normal distribution. What could I be > > doing wrong? > > > I tried instead using rnorm to create a normal distribution: y = rnorm > > (68,mean=mydata, sd=mydata), where N= the sample size from mydata. > > Then I ran the k-s: ks.test (mydata,y). Should this work? > > > One issue I had was that some of my data has a minimum value of 0, but > > rnorm ran as I have it above will potentially create negative numbers. > > > Also some of my variables will likely be better tested against non- > > normal distributions (uniform etc.), but if I figure I should learn > > how to even use ks.test first. > > > I used to use SPSS but am really trying to jump into R instead, but I > > find the help to assume too heavy of statistical knowledge. > > > I'm guessing I have a long road before I get this, so any bits of > > information that may help me get a bit further will be appreciated! > > > Thanks, > > kbrownk > > > ______________________________________________ > > r-h...@r-project.org mailing list > >https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guidehttp://www.R-project.org/posting- > > guide.html > > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > r-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
