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Questions tagged [normality-assumption]

Many statistical methods assume data are normally distributed. Use this tag for questions about the assumption & testing of normality, or about normality as a *property*. Use [normal-distribution] for questions about the normal distribution per se.

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When does non-normality really matter [closed]

I know when qq plots indicate non-normality (they do below). But I don't know (I have never found commentary on) when non-normality becomes serious enough to invalidate the tests - that is how you can ...
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43 views

What is point of transformation if the effects does not change?

with a question related to transformation. I have done a linear mixed model using the formula ...
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1answer
36 views

Assumption multiple regression: normality of residuals

I want to run a multiple regression analysis for a given dataset in SPSS. However, the dataset violates the assumption of normality of residuals, as depicted in the picture. The values for the ...
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39 views

How to make sure if the residuals are normally distributed? [duplicate]

Hello, I have a fairly big dataset containing 11000 data points. I am doing a ANOVA for my traits. But before that I have to make sure if the residuals are normally distributed or not. So, I did a ...
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Non-normal regression errors: consequences and solution

Doing an empirical econometrics project, I have managed to confuse myself on one of the basics and wonder if you could lead me on the right track. What I wonder about is the normality assumption of ...
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1answer
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Why normality assumption on linear model implies equivalence between least square estimation and maximum likelihood estimation?

Consider the following excerpt from the Alan Agresti's book on generalized linear models: "Having formed a model matrix $\textbf{X}$ and observed $\textbf{y}$, how do we obtain parameter estimates $\...
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Does a PCoA (or MDS) assume normality of the variables behind distances?

More precisely, if I conduct a cmdscale (classical multidimensional scaling) on an Euclidean distance matrix by considering $n$ observations of $p$ variables i.e. $D_{ij}=\sqrt{ \sum_p (x_{ip} - x_{...
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1answer
40 views

Checking normality for a t-test

I am following stats courses at the moment and I am a bit confused about performing a t-test. I know that a t-test assumes normality and enough sample size. In the course I am attending, the ...
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1answer
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How safe is that to ignore homogeneity of variances test and continue with Post hoc test?

I want to know if average time people spending on their favourite social media are statistically different. I consider here five groups, and the total number of participant is 700 persons. I have ...
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1answer
21 views

Is it correct to do stats in log transformed metabolomics data?

I have a dataset from targeted metabolomics analysis, the units I am working with are ng/ml[creatinine] (I use creatinine concentration to normalize the data since the samples are urine and can have ...
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1answer
39 views

Testing normality for residuals

I have an Randomized block design experimental set up and a data consisting of species abundance. I would like to test for normality of the residuals, as in unexplained variance due tot the blocks. I ...
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2answers
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Can one use parametric tests (e.g. ANOVA) if part of the data/ variables meet normality criteria but others not?

I want to compare differences between two groups(n1=26, n2=18) regarding their performance on different tests but also explore how each group performed on different times of these tests. I am ...
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1answer
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Dealing with heteroscedasticity and non-normality in a mixed model

I am trying to fit a mixed model (person as random effect) on data which has heteroscedasticity and non-normality. I log-transformed the Y-variable but it did not fix the problem. Normality and ...
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Panel data regression - normality and testing issues

Im doing an event study using panel data regression with abnormal returns for 15 events and 38 stocks as the dependent variable, and different multiples (P/E, B/M etc.) as the independent variable. I ...
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How to choose cut off for winsorization/ flooring- capping? What is the impact of variable distribution on the decision

To perform logistic regression I wish to winsorize outliers in independent/ explanatory variables by flooring and capping independent variables. Can you suggest how I should choose cut-off for ...
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Usefulness of rejecting null in normality test [duplicate]

In this Stackoverflow answer Ian Fellows said, Normality tests don't do what most think they do. Shapiro's test, Anderson Darling, and others are null hypothesis tests AGAINST the the ...
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1answer
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Are these the correct residuals to test for normality for a within-subjects 2-way anova?

I have data of an experiment where subjects performed a task under 4 conditions (A1B1, A1B2, A2B1, A2B2, where A1/A2 are the levels of factor IV1 and B1/B2 those of ...
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Is checking for normality and linearity in this way correct?

Testing normality using a significance test is a little bit useless especially when you have a large sample size So, recently I found a way to test normality by running a fake regression using ...
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Quality assessment for multiple imputation when joint distribution is not multivariate normal

I have a dataset with 100+ columns and 1000+ observations with significant amount (>60%) of data missing and fraction of missing data in individual columns varying from 10% to 90%. Data in none of the ...
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Adjusted Pearson Goodness-of-Fit Test - Rugarch Package

I fitted a GARCH(1,1), GARCH-M and EGARCH of first order (using maximum likelihood) to my return dataset using both, Gaussian normal and Student-t distribution assumption for the error term. When ...
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1answer
64 views

Residual Bootstrapp based on GARCH models with student-t distributed innovation

I want to generate 500 simulations of my original return time series. My original return series (n = 4000) exhibits significant serial autocorrelation at lag 1 & 2, is non-normally distributed (...
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Shapiro–Wilk test for non-normal distributions

The Shapiro–Wilk test makes use of the correlation between the data (a.k.a. sample quantile) $x$ and its theoretical quantile $m$. As far as I'm concerned, it's a normality test simply because the ...
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Non-parametric alternatives for a three way nested ANOVA?

I am a student working on a graduate degree in the natural sciences. I am looking for advice on generals approaches and examples (R code and example data) which I might be able to follow to get ideas ...
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78 views

How to check SEM assumptions?

This question is related to SEMs that include latent variables e those that not include in lavaan package. SEM assumes normality/multivariate normality, but it is being very difficult to found a way ...
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Can I draw a histogram of the mean sample distribution (n=30) sampling from my dataset (n=200)?

I would like to test whether my data reasonably satisfies the normality assumption necessary to apply a t-test. My understanding is that, to apply a t-test, the distribution itself does not need to ...
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Why is the proposal in the MALA algorithm always normally distributed?

Notation: $\pi(x)$ is the target density. $(x_n)_{n=1}^{N}$ is the chain generated by the MCMC method. At the moment, I am doing some research in MCMC methods. Before, I was planning to dive into the ...
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testing normality for a two way anova, residuals as well as each sample? [duplicate]

to test a two way ANOVA do you have to test each sample for normality as well as normality for the residuals?
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1) Am i right in conducting an ANOVA 2) no p value because of lack of results

Im unsure whether I should conduct a two way ANOVA as GLM on minitab 17. Got seven mutant plants (with different knockout genes, including the wildtype and lines incase a knockout didnt occur). I'm ...
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Help with normalising data that has A LOT of 0s [duplicate]

I recently am analysing my results (behavioural, observation-based data), and I realised that my data are non-normal. No problem, this happens in behavioural data a lot, and I thought I just needed to ...
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2answers
57 views

Normality vs normality of residuals

I am currently trying to perform a hypothesis test on the difference between four means. Initially I was trying to use ANOVA but then realised I may not meet the assumptions for this test and may need ...
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Control chart control limits for non-normal data

I have the following control chart: To my understanding, control limits are calculated with μ ± 3σ. So basically it's setting boundaries using three standard deviations - and this assumes that the ...
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1answer
43 views

Pearson correlation coefficient: Gaussian data expected?

The Pearson correlation coefficient is sometimes referred to as a parametric statistic. Does this parametric nature imply that it is actually only applicable to data drawn from Gaussian distributions?
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1answer
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Incomplete block design analysis

I have 4 treatments (6m, 12m, 24m, 40m) in 3 blocks, but all treatments are not replicated in these blocks: 6m, 12m, 24m are in Blk1 and Blk2 and Blk3 consist of only 34m (control plot) and 6m. How ...
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1answer
49 views

Types of Normality Test used in Minitab

I recently performed a normality test for a set of data. I noticed that when I use the AD test, the p-value is < 0.05; whereas when I use RJ test, the p-value showed is >0.05. My question here is: ...
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1answer
195 views

Why do two implementations of the Anderson-Darling test produce such different p-values?

I want to check the normality assumption of my series I am trying to figure out the way is computed the p-value of the Anderson Darling in R packages, goftest and <...
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56 views

Jarque-Bera Test for Normal Distrbances in a VAR

I did the test of he null hypothesis of Normal disturbances and found that it is rejected for Dlop and Dunp. Does this mean that I have a problem with my model specification? Or how can I rectify this ...
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1answer
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Use of supportive inferential statistics (e.g. Levene's and normality tests) in underpowered samples

We know that underpowered statistics greatly increase the probability of a type II error (by definition), meaning a greater chance of failing to reject the null hypothesis despite the existence of a '...
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2answers
138 views

Tests of normality - qq and Shapiro-Wilk

I am new to the world of stats... My data had a log normal distribution, so transformed by log to get it nearer normal distribution. This is real-world data. From here I want to establish if my data ...
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1answer
32 views

Is this a reasonable coarse test for normality?

I'm interested in assessing if the marginalized posterior of a parameter obtained through a Bayesian MCMC process is "more or less normal". I use quotation marks because I'm not trying to asses for ...
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1answer
92 views

Wilcoxon signed-rank test or One Sample t-test?

I conducted a training session and for each of my users, I measured pre and post score (before and after training session). Each of my users (n=28) is measured twice, so my data is paired: Data: <...
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32 views

normality of independent variables [duplicate]

I am running a generalized linear model. The dependent variable is binomial and independent variables are categorical and continuous variables. My question is : 1. Does the continuous independent ...
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37 views

Which one of these is correct for linear regression?

Only one of these is supposed to be the correct one for simple linear regression. Which pair of plots would you say has constant variance and normal distribution? I feel like none of them have both ...
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1answer
27 views

checking normality in repeated ANOVA (residuals vs differences)

If I check for the assumptions of a repeated ANOVA (one IV with 3 measurements) I need to check for the normality of differences. From t-test for paired data I know, I calculate the difference and ...
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24 views

How to verify assumptions of a normal distribution? [duplicate]

I'm working with the iris data.I made a density plot And a qq plot For sepal Length.It looks Approximately normal With the left skew And a flat peak The points In the qq Plot Stay within The ...
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37 views

Which parametric test to use for normality

I am writing a paper on the impact of a PLC (a specific type of education reform effort) on student performance outcomes. The IV is the PLC and the DV are the performance outcomes (AIMS Test Scores). ...
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Quasi-likelihood Estimation and Linear GEE

I am trying to better understand some of the assumptions of the estimator I am using, which is linear GEE. It is my understand that linear GEE uses quasi-likelihood estimation and so it has weaker ...
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1answer
55 views

Wilcoxon Test - non normality, non equal variances, sample size not the same

I know there are already a lot of posts out there, but I couldn't find this exact combination in any of them. Comparing two samples (Prices associated with men and with women), but I have neither the ...
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Normality of residuals in a VAR model

If I have these differents results for the normal distribution of the residuals, I should consider them normal or not? $JB JB-Test (multivariate) data: ...
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1answer
24 views

Generalized Estimation Equations 3 levels

I have a dataset where students are nested within classes, and classes are nested within schools. I am interested in evaluating the effects of a treatment delivered at the student level. The response ...
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1answer
49 views

Correct normalty preconditions for the t-Test

Lately, I have had several data sets at hand that I want to use to study the effect of a treatment. The data is in the form of: \begin{array} {|c|c|c|c|} \hline \text{Participant} \quad & \...