Refers to the normal distribution, the Gaussian continuous probability distribution.

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36 views

What type of data would have non-normal errors?

I'm trying to understand the assumptions for an OLS model. I get that the error term should be normally distributed if we want easy-to-calculate confidence intervals for our coefficient estimates. ...
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1answer
20 views

Normality test on logarithmic data

I had to take the log of my data, and now I want to test for normality of my data. Can I use the standard normality tests or do I have to use some special test? I used the ...
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0answers
18 views

Which option is better: checking 1) normality of data or 2) normality of residuals for Anova?

Two types - data and residuals - are indicated for checking normality for anova.
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0answers
23 views

Repeated-measures ANOVA vs. Friedman-Test (normality?)

I've four (paired) datasets consisting of 43 rows and want to check if there is statistically significant change between those groups. To see whether a repeated-measure anova or it's non-parametric ...
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0answers
14 views

Testing for normality - low p-value

I've a dataset with about 12k values given. It looks like this: When I try to test for normality I get following results, where p-value is extremely slow: ...
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2answers
36 views

Can I run a normality test on percentages?

First I'll start out with some background information. I conducted image analysis on 200 images to identify the area % of 7 different phases. I then averaged the results from each of for the 200 ...
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1answer
16 views

Do I have to test normality for both groups when comparing from a single population?

This should be an easy one. I'm a novice when it comes to statistics and English isn't my first language so bear with me. I have one population that numbers about 700. Of these 700, 25 are of special ...
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0answers
14 views

The Friedman's test

I have conducted research on the impact of toys on reading comprehension among primary school children. I have tested the strategy with three types of English language learners; good, intermediate and ...
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0answers
55 views

Different output from R and Matlab [duplicate]

How should I interpret this. I am doing Shapiro-Wilk test to test normality, Matlab and R doesn't provide me with the DIFFERENT result. Matlab tells me that the data is not normally distributed, ...
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15 views

Test for Conditional Normality?

On page 357 of this article, it states: We assume that the treatment (or its transformation) has a normal distribution conditional on the covariates. How would I go about determining if a ...
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0answers
20 views

Asymptotic normality for nonsmooth objective functions

Assume that $f ({\bf x}; \theta): \mathbb{R}^p \times \Theta \to \mathbb{R}$, where ${\bf x}$ is the vector of inputs (with some distribution) and $\theta$ is the vector of parameters. Also, assume ...
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0answers
17 views

Correction for non-normal residuals where residuals are not correlated or show heteroskedasticity

I know the implication of non-normal residuals is uncertain statistical tests because the SEs are inefficient. Can I apply the Newey-West to calculate standardized Standard Errors for an OLS ...
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1answer
786 views

How incorrect is a regression model when assumptions are not met?

When fitting a regression model, what happens if the assumptions of the outputs are not met, specifically: What happens if the residuals are not homoscedastic? If the residuals show an increasing or ...
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1answer
23 views

Reference for standardizing non-normal variables for comparison

I need a reference to justify standardizing non-normal data. I will first explain what I am doing. I had a survey with ~30 questions. The answers to the questions were numeric; the range of possible ...
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0answers
19 views

Testing of pre-post differences for multiple conditions and non-normal distributed data

I have pre- and post-test behavioral data (response times) of 9 people (1 group). The task which people performed was divided into 5 sections which differed in the stimulus type. So I have variables: ...
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1answer
31 views

Normality test: descriptive vs inferential

REVISED ON REQUEST: Is normality test conducted to check sample normality or population normality, most of the times normality test is required to validate the assumptions of parametric test i.e. the ...
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1answer
46 views

Good Multivariate normality coefficient but suspicious univariate indices in AMOS, what to do?

We are conducting a research with 15 observed variables. Before starting a SEM model based on our data-set (of 531 cases), we tried to check for uni-variate & multivariate normality problems. The ...
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0answers
32 views

Assess moments & normality of data from histogram

I have produced a histogram of my actual data; then I plotted its normalized graph on the same plot. How can I compare the first four moments (mean, variance, skewness and kurtosis) of the actual data ...
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1answer
66 views

Normality of conditional pdf(s) does not imply BVN

Show by means of example that the normality of conditional pdf(s) does not imply that the bivariate density is normal. I know of the following example that if $\ U,V,W $ and $\ T$ are independently ...
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0answers
14 views

Is a bivariate normal distribution necessary for a significance test / t test of a correlation coefficient? [duplicate]

I am a student and I currently carry out coursework. I am investigating whether there is a correlation between change in unemployment rate and change in GDP (Okun's law) for Germany. As part of this ...
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0answers
35 views

Kernel density estimation to check whether distribution is lognormal

I am using the kdens package in Stata to estimate the kernel density of some economic data. I would like to check if my data could possibly come from a normal distribution. My question is about the ...
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0answers
9 views

normality tests of residuals in repeated measures design

I have a repeated measures design where I have plotted the residuals and the majority of my data are not normally distributed. As I understand it, repeated measures designs are quite robust when using ...
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1answer
56 views

Why do statisticians prove asymptotic normality?

In many statistics papers, authors suggest a new data analysis methodology and prove its properties such as consistency or asymptotic normality. I think it's a kind of tradition or custom. I ...
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3answers
199 views

Are two asymptotic values enough to fail the test of normality?

Looking at this post I started to wonder about the gestalt interpretation of the QQ plots generated by qqnorm in R. Here's the plot to avoid having to go to the ...
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1answer
52 views

Normality test with large data set

I think I am dealing with this issue http://www.r-bloggers.com/normality-tests-don%E2%80%99t-do-what-you-think-they-do/ I have large data set(10k data points) that slightly diverges from normal, and ...
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1answer
34 views

Why is Normal Distribution required to perform an independent t-test? [duplicate]

I've been told many times that, when carrying an independent t-test, I have to determine whether my dependent variable (DP) is normally distributed on boths levels of my independent variable (IV). On ...
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0answers
10 views

Analysing data obtained from self-report inventries

I am currently trying to analyse the data obtained from self-report inventories. The sample size is 67 with two groups of 44 and 23 subjects. Moreover, there exist three time points (pre-, post- and 3 ...
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27 views

Difference between asymptotic normalities of OLS and MLE

Let's see the comparison below Asymptotic normality is given by CLT for both cases. In MLE case, a variance of $\hat{\theta}$ is in distribution as $\frac{1}{I(\theta)}$, but in OLS case ...
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6 views

ML estimation - properties of mixed stationary non-stationary process

i try to estimate the following state space model: Measurement equation y(t) = a(t) + b(t) Transition equations a(t) = a(t-1) + e(t) b(t) = C*b(t-1) + u(t) where the observations y(t) are ...
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1answer
31 views

Sobol variance based decomposition

I have 6 input variables, each of which is normally distributed. Can I use Sobol variance-based sensitivity analysis? I have read some articles where they said that input variables must have uniform ...
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0answers
9 views

weighting data in SPSS before testing normality [closed]

I'm testing normality for continuous variables and I have also weighted my sample. Do I use the weight-by command before testing normality, or are these tests performed on the actual dataset?
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1answer
46 views

check the assumption of normality

I have a data and they are definitely not normally distributed. What I want is to test whether the predictor variable is significant or not. So I was wondering is it necessary to check the assumption ...
1
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1answer
65 views

What is an appropriate test for a normally distributed, heteroscedastic, multi-factor data set?

I have a data set of active layer depths from an Arctic field site. There are two factors in the data set, Month measured (July or August), and Location (shrub patch or open tundra). I had intended on ...
4
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1answer
45 views

Standardized residuals vs fitted values: OLS assumptions satisfied?

Based on only the above plot, what comments would you make about whether the OLS assumptions are satisfied? In particular homoskedasticity, normality. I just want to know if I'm right. It seems to ...
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0answers
19 views

Normality Assumption for Independent Samples t-test

I am hoping to get some clarification on how to interpret what is often listed in statistical textbooks as an assumption of the independent samples t-test: Data are normally distributed. I had ...
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0answers
23 views

ANOVA of d' (d prime) and the potential issues therein

Repeated measures ANOVAs of d' (d prime, or sensitivity) are common in a wide range of literatures. This being said, d' is distributed roughly exponentially, and therefore violates the assumption of ...
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0answers
38 views

Question about Box-Cox transformation

The histogram of my data before and after using Box-Cox transformation is added hear, but after transformation the data, the Kolmogorov-Smirnov test shows that data is still non-normal. What should I ...
9
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1answer
396 views

Are any processes in nature distributed exactly normal?

A lot has been said about importance of normal distributions in nature. A lot of measurements like height or weight are distributed approximately normal. But none of them are exactly normal, as far ...
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0answers
10 views

Test normality + uncorrelation with D'Agostino test + Spearman rank coefficient

Consider an ordered dataset, $\{(i,y_i)\}$ and the model $P(y|i) = N(\mu(i), \sigma(i))$ with $\mu(i) = a + b i$ and $\sigma(i) = c$, $a,b,c$ unknown, that is used to fit the data using Maximum ...
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1answer
61 views

Test whether the study population come from a normal or log-normal distribution based on mean, median, and number of subjects

I have MEAN, MEDIAN, NSUB (number of subjects) and SD data coming from different studies and different populations. These are the only available information in the studies. My data set contains the ...
2
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2answers
33 views

Normality identifier in Shapiro-Wilk test

When using the Shapiro-Wilk test, should I look at the p-values or the W values in order to find out the "most" normal value among my different samples (e.g. iq, age, weight -- if I'm running ...
6
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1answer
296 views

Why is asymptotic normality important for an estimator?

Is it because it allows for easy construction for confidence intervals? Isn't it still possible to construct confidence intervals without this property i.e. if it converged to another distribution? ...
0
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1answer
54 views

How does the Shapiro-Wilk test for normality work?

Can someone explain to me the mechanics of the Shapiro-Wilk test for normality? I have that $W$ $=$ ${ \sum (x_{(j)}-\bar{x})(m_{(j)}-\bar{m})}\over{\sum (x_{j}-\bar{x})^{2} \sum m_{j}^2}$ where ...
4
votes
1answer
53 views

What is an example of data where the permutation test succeeds but a normal t-test fails?

In literature, I normally see authors use a two sample permutation test on normal data to show that it works as well as the two sample t-test. However, the real power for permutation tests should be ...
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0answers
24 views

How to automate QQ-norm checking?

I have periodic data that I fit sinusoids to like so: $$y = b_0 + b_1\sin(fx) + b_2\cos(fx) + \ldots + b_n\sin(nfx) + b_{n+1}\cos(nfx).$$ For a given $f$, I can find $\vec b$ using linear ...
0
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0answers
18 views

Data transformation for ANOVA on non-normally distributed data [duplicate]

I have some data that I would like to run an ANOVA or other parametric test on. However, in the raw form, it failed the Shapiro-Wilk test and Levene's test. The transformation that worked best so far ...
2
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2answers
60 views

Does this P-P plot indicate a violation of the normality assumption?

I am testing the OLS assumptions and I got the following normal P-P plot. Does it look normally distributed or not?
3
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2answers
97 views

How to calculate critical values ($W_{\alpha}$) for the Shapiro-Wilk test?

When performing the Shapiro-Wilk test, we can obtain the critical $W_{\alpha}$ statistic from tables, given $\alpha$ is 0.05 or 0.01. If $\alpha$ is nonstandard, say 0.07 or 0.02 for example, how we ...
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0answers
11 views

Question about testing categorical data for normal distribution

I've looked around for an answer and haven't found one, hoping you guys can help me. I have categorical data (0 or 1) in a sample of 133, as well as my dependent variable which is scale. I'm doing a ...
0
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1answer
80 views

Is the Cohen's D a suitable test for my dataset?

I have two variables (A and B). A has 3,000 samples; B ...