Re: Contradictory tests of normality
- From: RichUlrich <rich.ulrich@xxxxxxxxxxx>
- Date: Sun, 28 Dec 2008 19:57:00 -0500
On Sun, 28 Dec 2008 19:14:11 -0000, "Dan" <tesfes@xxxxxxxxx> wrote:
I'm proper stumped on a problem in trying to decide whether a distribution
is normal or not. A histogram shows virtually no left tail, and therefore
positive skew and negative kurtosis. But Stata gives skew and kurtosis
values of .21 and 2.34 - quite close to 0 and 3, as they should be for a
normal distribution. Then on the other hand, Stata's test of normality
rejects normality, giving a probability of 0.0000. So why are the skew and
kurtosis values so close to zero and three?
I can't work this out and would really appreciate some help
SPSS uses a convention that the normal values of
skewness and kurtosis are both centered at zero.
Maybe Stata does, too? You could check - by documentation
or test data.
By what I've usually seen, -0.66 would be a moderately
large amount of kurtosis. I'm usually more worried
about skew, and outliers in that tail that you do have.
Again, as Ray says, if your sample is large enough,
any sample will reject when one tail is missing.
--
Rich Ulrich
.
- References:
- Contradictory tests of normality
- From: Dan
- Contradictory tests of normality
- Prev by Date: Re: Contradictory tests of normality
- Next by Date: Re: Contradictory tests of normality
- Previous by thread: Re: Contradictory tests of normality
- Next by thread: Re: Contradictory tests of normality
- Index(es):
Relevant Pages
|
Loading