My sympathies, but I don't think it's the business of list contributors to facilitate stupidity.
"Confidence interval for the p-value" is nonsense. You could try sensitivity analyses via simulation, though. Cheers, Bert Gunter Genentech Nonclinical Biostatistics On Mon, Aug 2, 2010 at 11:31 AM, wwreith <reith_will...@bah.com> wrote: > > I am testing normality on the studetized residuals that are generated after > performing ANOVA and yes I used Levene's test to see if the variances can be > assumed equal. They infact are not, but I have found a formula for > determining whether the p-value for ANOVA will become larger or smaller as a > result of unequal variances and unequal sample sizes. Fortuneately it turns > out the p-value is greater. Despite this the ANOVA test is still significant > with p=.000. > > The problem I have is that I am expected, by my client, to find a similiar > formula that states which way the p-value would be pushed by a lack of > normality. Despite numerous citations that ANOVA is robust to departures of > normality my client does not care. They want numerical proof. This lead to > looking for a method for estimating the effects non normality would have on > the p-value for ANOVA. In other words can I build a confidence interval for > the p-value? Hence the error term I am speaking of would be a the margin or > error for p-value confidence interval. > > William W. Reith III > > Business Analytics > J9 SAC (757)-203-3400 Best Contact From 7:00am-4:00pm > J9 Office (757)-203-3772 > Booz Office (757) 466-3253 > Mobile (434)-989-7948 > > ________________________________ > From: David Winsemius [via R] > [ml-node+2310616-1859960724-371...@n4.nabble.com] > Sent: Monday, August 02, 2010 1:33 PM > To: Reith, William [USA] > Subject: Re: Problems with normality req. for ANOVA > > > On Aug 2, 2010, at 9:33 AM, wwreith wrote: > > > > > I am conducting an experiment with four independent variables each > > of which > > has three or more factor levels. The sample size is quite large i.e. > > several > > thousand. The dependent variable data does not pass a normality test > > but > > "visually" looks close to normal so is there a way to compute the > > affect > > this would have on the p-value for ANOVA or is there a way to > > perform an > > nonparametric test in R that will handle this many independent > > variables. > > Simply saying ANOVA is robust to small departures from normality is > > not > > going to be good enough for my client. > > The statistical assumption of normality for linear models do not apply > to the distribution of the dependent variable, but rather to the > residuals after a model is estimated. Furthermore, it is the > homoskedasticity assumption that is more commonly violated and also > greater threat to validity. (And if you don't already know both of > these points, then you desperately need to review your basic modeling > practices.) > > > I need to compute an error amount for > > ANOVA or find a nonparametric equivalent. > > You might get a better answer if you expressed the first part of that > question in unambiguous terminology. What is "error amount"? > > For the second part, there is an entire Task View on Robust > Statistical Methods. > > -- > > David Winsemius, MD > West Hartford, CT > > ______________________________________________ > [hidden email]<https://webmail.bah.com/OWA/UrlBlockedError.aspx> mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > > ________________________________ > View message @ > http://r.789695.n4.nabble.com/Problems-with-normality-req-for-ANOVA-tp2310275p2310616.html > To unsubscribe from Problems with normality req. for ANOVA, click here< (link > removed) =>. > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Problems-with-normality-req-for-ANOVA-tp2310275p2310738.html > Sent from the R help mailing list archive at Nabble.com. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
