In the testing of normality, how would the 2 compare? Is one significantly better than the other?
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$\begingroup$ stats.stackexchange.com/questions/36212/… $\endgroup$– TaylorSep 13, 2012 at 5:09
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1$\begingroup$ There was a recent question on the SPSS Nabble group that gave a reference to a similar question. Also some googling for Shapiro Wilks power finds a question here that is highly rated. Possible duplicate without further clarification. $\endgroup$– Andy WSep 13, 2012 at 6:14
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4$\begingroup$ Which is more powerful depends on which alternatives you consider - since they measure nonnormality differently, each has good power against slightly different things. As general tests of normality, both are excellent - with really good power against a wide range of alternatives. Neither is uniformly better. Do you need power studies? $\endgroup$– Glen_bSep 13, 2012 at 7:18
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$\begingroup$ @Taylor The question you linked is relevant here, but this is not an exact duplicate. $\endgroup$– user88Sep 13, 2012 at 10:24
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$\begingroup$ Glen_b is right. The recent similar question asked how to test model residuals for normality. One respondent cited a paper that shows Shapiro-Wilk is more powerful than Anderson-Darling. But he does not cite what the assumptions are that lead to the result. I mentioned that it cannot be globally true. You might want to look at the similar questions. As mbq points out, the recent one which I am referring to is definitely not an exact duplicate. Andy W. gives in his second link a question that is very close and has the answers you are looking for but does not address power. $\endgroup$– Michael R. ChernickSep 13, 2012 at 10:48
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