For small samples I would think that the Shapiro Wilk test is probably the most powerful. Chapter 7 of Thon (2002), "Testing for Normality", Marcel Dekker, contains a good summary of research in this area. If you have a specific alternative in view you might find s better test.
Regards John On 25/05/07, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote: > On 25/05/07, Frank E Harrell Jr <[EMAIL PROTECTED]> wrote: > > [EMAIL PROTECTED] wrote: > > > Hi all, > > > > > > apologies for seeking advice on a general stats question. I ve run > > > normality tests using 8 different methods: > > > - Lilliefors > > > - Shapiro-Wilk > > > - Robust Jarque Bera > > > - Jarque Bera > > > - Anderson-Darling > > > - Pearson chi-square > > > - Cramer-von Mises > > > - Shapiro-Francia > > > > > > All show that the null hypothesis that the data come from a normal > > > distro cannot be rejected. Great. However, I don't think it looks nice > > > to report the values of 8 different tests on a report. One note is > > > that my sample size is really tiny (less than 20 independent cases). > > > Without wanting to start a flame war, are there any advices of which > > > one/ones would be more appropriate and should be reported (along with > > > a Q-Q plot). Thank you. > > > > > > Regards, > > > > > > > Wow - I have so many concerns with that approach that it's hard to know > > where to begin. But first of all, why care about normality? Why not > > use distribution-free methods? > > > > You should examine the power of the tests for n=20. You'll probably > > find it's not good enough to reach a reliable conclusion. > > And wouldn't it be even worse if I used non-parametric tests? > > > > > Frank > > > > > > -- > > Frank E Harrell Jr Professor and Chair School of Medicine > > Department of Biostatistics Vanderbilt University > > > > > -- > yianni > > ______________________________________________ > [email protected] 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. > -- John C Frain Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] ______________________________________________ [email protected] 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.
