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

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10 views

KS test for normality on residuals from OLS vs. MLE

This is a conceptual issue. Suppose, one wants to test the residuals $e_t$ from the regression for normality. So, he runs the regression, obtains the estimates of error variance $\sigma^2$, and forms ...
2
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2answers
50 views

Do these Q-Q graphs show that the data is approximately normally distributed?

The ends of these graphs confuse me. I know most of the values fall on or near the line. But I am unsure of whether the data is indeed approximately normal. These are the two graphs. Plot 1: ...
2
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2answers
78 views

What to do if residuals are not normally distributed?

I was wondering what to do with the following non-normal distribution of residuals of my multiple regression. Normality test of standardized residual ...
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2answers
39 views

Can you perform an ANOVA on r-values (correlation values)?

I am doing neuroimaging research yielding what is essentially a correlational analysis wherein my output is a brain's-worth of r-values (so like 15000 voxels worth of r-values). In this particular ...
0
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0answers
33 views

Non normal and nonlinear data

I'm working with pilot study data (n=70) that has two continuous response variables and a number of categorical and continuous predictors. Naturally my data does not follow a normal distribution nor ...
0
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0answers
2 views

Robustness to deviation from normality with regularized VAR model - references

I was listening to a talk where the presenter was talking about using regularized estimation approaches in a VAR(1) model $$X_t = \Gamma X_{t-1} + \epsilon_t, \quad \epsilon_t \sim ...
2
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0answers
25 views

Assuming normality in RKHS

There are some authors who assume data in a Reproducing Kernel Hilbert Space is following a normal distribution. For example, in this article, the authors use this assumption to be able to derive ...
2
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1answer
48 views

What to do if residual plot looks good but qq-plot doesn't, after transforming the predictor and response variables?

I'm doing a multiple regression model on environmental data and am stuck on checking the assumptions. Ultimately, I need to do a model selection for the data. There are various explanatory variables ...
5
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1answer
182 views

A closed form formula for the normalizing constant in standard normal auto-regressive series?

Let $Z_t = c_1Z_{t-1} + c_2Z_{t-2} + ... + c_nZ_{t-n} + c\epsilon_t$ where $Z_t, \epsilon_t \sim \mathtt{N}(0,1)$ are iid variables and $Z_s \sim \mathtt{N}(0,1)$ for all $s$. Given the values of ...
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0answers
31 views

What is the best way to test normality for a very large sample size 15000? [duplicate]

Also do I need to test the normality for the categorical data? Thanks
0
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1answer
29 views

Multiple comparisons with normality tests

Suppose I do $1000$ normality tests, and set $\alpha = 0.05$. When testing for normality, should I correct for multiple comparisons? So if $p>\frac{0.05}{1000}$, I should keep the null hypothesis ...
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0answers
14 views

How to assess normality of a single item variable before running ANOVA in an experiment?

In my experiment, I have 3 dependent variables, each measured through a single item. I want to assess their normality before proceeding to MANOVA. These three variables failed the Shapiro-Wilk test. ...
2
votes
1answer
48 views

Difference between the two way of performing Kolmogorov-Smirnov normality test [duplicate]

There are 2 ways to perform Kolmogorov-Smirnov test in SPSS: Analyze; Nonparametric Tests; 1-Sample K-S Analyze; Descriptive Statistics; Explore; Plots; Normality plots with tests What is the ...
0
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0answers
15 views

What statistics (parametric or non parametric) should I use for my data?

My data consists of two groups, one group is normally distributed (200 observations) while other is non normally distributed (200 observations). I have to compare one variable between these two ...
3
votes
1answer
33 views

How to do normality test if one factor consists of 5 questions?

I have 4 independent variables and 1 dependent variable. In my questionnaire (a likert scale), each of the factors consists of 5 questions (items). How do you do the normality test in this situation? ...
0
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0answers
39 views

Non-normally distributed residuals for multivariate linear regression.Still a valid model?

I try to know if the independent variables are affecting the outcome of the dependent variable, but while the Shapiro-Wilk test shows residuals non-normally distributed, the autocorrelation of errors ...
0
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0answers
19 views

What normality test should I use for moderate sized samples? [duplicate]

I have a sample size $N=1000$. I would like to do a normality test. What test should I use? I know the Shapiro-Wilks test. This page from laerd says that the Shapiro-Wilks test is appropriate for ...
1
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0answers
14 views

Non normality and nonlinearity in a generalized mixed model

My thesis is about the encroachment in Arctic regions. My experiment contained 6 plots, of each type (encroached and non-encroached) on three elevations. Elevation and type are fixed factors, plot is ...
0
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0answers
24 views

Weather analysis | company sales

I'm writing a python code that reads in a csv file of rain in inches for a given zip code and creates a normal distribution from the data. Ultimately, I want to be able to create some score for the ...
0
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2answers
50 views

How to compute Shapiro-Wilk test power?

I test normality of 12 residuals that are obtained from resid(lm(...)) command via shapiro.test. Thus I know variance, mean, ...
3
votes
1answer
37 views

Do data need to be normally distributed by group or together?

I have two groups, both male soccer players divided into professional and amateur, with knee proprioception scores for each player scored from 0-50. When analysed together they are not normally ...
4
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0answers
102 views

Repeated measures ANOVA: what is the normality assumption?

I am confused about the normality assumption in repeated measures ANOVA. Specifically, I am wondering what kind of normality exactly should be satisfied. In reading the literature and the answers on ...
2
votes
1answer
67 views

Normality, and when to use t-test vs. Mann-Whitney U-test?

I am looking for a few rules of thumb of when to determine that my data is 'normal enough' to use a t-test vs. a Mann-Whitney U-test. From what I have read, most real world data sets are non-normal, ...
0
votes
1answer
83 views

Cohen's D: Should I use raw data, log transformed data or back transformed data?

I am a doctor and right now I am doing medical research. I have some questions about cohen's d. I try to research it on the internet but it seems there is not much answer to this question. My project ...
0
votes
1answer
50 views

Non-normality in panel data

enter image description hereI am checking for normality after my fixed effects regression. According to the K-density graphs, the distribution looks normal but when I do the S-Wilk command, residuals ...
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0answers
64 views

How to calculate mean and standard deviation of a range variable (grades) when the raw data is based on frequency categories?

Results of an exam indicate that: 13% of the class earned an A 20% earned a B 48% earned a C 10% earned a D 9% earned F's The grade C ranges from 70-79%. Assuming that the data is normally ...
0
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1answer
47 views

Aren't normality tests backwards?

Currently hypothesis tests for normality are setup so that the null hypothesis is that the data is normally distributed and the alternative hypothesis is that the data is not. This seems to have ...
0
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0answers
64 views

Residuals Diagnostics, transformation or non-linear model

I am struggling with my data (hit counts for multiple target detection trials) To start, it is heavily negatively skewed: 00000000000000000000000000000000000 ...
0
votes
1answer
72 views

Large samples and normality of residuals

Ok I understand that normality of residuals is not really a concern in large samples. But can anyone tell how large should the sample be to ignore normality. Any cut off point? I'm working with a ...
2
votes
1answer
27 views

Will using Mann Whitney U test, comparing the medians, give a valid inference to the populations being compared?

I am basically comparing the length and/or weight of an animal categorised by the presence or absence of a specific allele, so I have two groups. The data for length and weight do not seem to be ...
2
votes
0answers
57 views

When to use Brown-Forsythe Test?

I have been researching the differences between Welch ANOVA and Brown-Forsythe Test. I know that Welch ANOVA is used for more than two groups comparing whether there is statistically meaningful ...
0
votes
1answer
35 views

Log transformation for logistic regression

Is it necessary to log transform non-normally distributed variables to perform logistic regression? If so, when is it appropriate?
1
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1answer
71 views

Consequences of violating assumptions of nonlinear regression when comparing models and/or datasets

I have a question about the consequences of using non-linear regression when the data violate the assumptions of (1) homoscedasticity and (2) normal distribution. Specifically, I am wondering about ...
0
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0answers
38 views

not normally distibuted residuals

I have made an linear regression model using stata. I have made my model diagnostics - predict y, predict (rstudent) residuals. When I control the residuals for normality by a Q-Q plot, it is ...
2
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0answers
70 views

Johansen's cointegration test in small sample under non-normality

I am looking for references regarding the behaviour of Johansen's cointegration test (trace test, perhaps also eigenvalue test) in small samples with non-normal innovations. I wonder how robust the ...
3
votes
1answer
57 views

Is there a rule of thumb to choose a normality test?

Is there a rule which normality test a junior statistician should use in different situations. I read from Wikipedia that there are so many. And what one can do if there is a limit case such that one ...
1
vote
0answers
26 views

Shapiro-Wilk Output [duplicate]

I have data comprised into different variables (between females and males, measurements of body fat through 3 different methods) and after running a shapiro-wilk test, the output tells me parts of the ...
2
votes
0answers
18 views

Correlating aggregated values between groups

I am currently analysing data from household surveys in 27 Indian villages in 7 states, with about 30 cases in each village (807 in total). The aim is to find relationships between various factors and ...
0
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0answers
17 views

May I mix pvalues from ANOVA with pvalues from Kruskal-Wallis test?

I am studying one-way Analysis of Variance (ANOVA) from this book. Suppose I want to run one-way ANOVA on multiple sets of observations. For instance, I have a matrix of $n$ features and $m$ ...
0
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0answers
26 views

Inferences with non-normal data

I have the data of index closing values that I later will use to run some regressions. When examining the data, I find heteroscedastic residuals and that the distribution is non-normal. In fact, it ...
11
votes
3answers
525 views

“Reversed” Shapiro–Wilk

The Sharipo-Wilk test, according to wikipedia, tests the null-hypothesis ($H_0$) "The population is normally distributed". I am looking for a similar normality test with $H_0$ "The population is not ...
4
votes
1answer
126 views

non-normal residuals in ARIMA

I am trying to fit an ARIMA model and I have already evaluated a few variations which I finally selected ARIMA(1,1,3) model. The residuals seems to be uncorrelated and all the lags are significant. ...
2
votes
0answers
14 views

shape of distribution and indepencence

I have a sample of observation on which normality tests (Anderson Darling, Shapiro - Wilks, KS,...) would accept the assumption of normality. Nevertheless I know that there is a certain time - ...
0
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0answers
79 views

Significant Friedman's test vs. non-significant multiple comparisons

I am currently running a randomized, placebo-controlled, cross-over design for a new type of intervention. This intervention is compared to a placebo and another more conventional type of treatment. ...
2
votes
0answers
58 views

Departures from normality in factorial design

This paper (http://psycnet.apa.org/journals/med/6/4/147/) states that departures from normality can be tolerated for one-way ANOVA. "The results give strong support for the robustness of the ...
0
votes
1answer
105 views

Shapiro-Wilk test - are my data normal/non-normal?

Are my data normal/non-normal? How do you decide? I performed a Shapiro Wilk test and got the following results. How do you interpret this? ...
0
votes
1answer
52 views

Transforming Negatively Skewed Independent Groups

I have two independent groups, (roughly 30 in each) – and their performance on 3 different tasks, there are 10 scores in total for each group. The majority of them are negatively skewed so I know I ...
2
votes
1answer
45 views

Normality for Confirmatory analysis with Likert scale data

I'm running CFA on AMOS for an attitude scale and I got a good model fit after deleting three problematic items (less than .30 factor loadings). However, my data is not normally distributed. I was ...
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0answers
32 views

Heavy-tailed errors in mixed-effects model

I'm relatively new to statistical modelling and `R', so please let me know If I should provide any further information/plots. I did originally post this question here, but unfortunately have not ...
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0answers
56 views

Transform a sum of Likert items to normality

I am analysing data from a survey. There are 11 items, each to be answered on a 5 point Likert scale. It seems reasonable to summarize the results by taking their average, which can then be the ...