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   [EMAIL PROTECTED]                       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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