Achim Zeileis wrote:
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.
That deals with type I error but not necessarily type II error. -Frank
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This approach is implemented in the coin package for conditional
inference.
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Z
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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______________________________________________
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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