For those people who feel the need for a p-value to test normality on large sample sizes, I propose the following test/function:
SnowsPenultimateNormalityTest <- function(x){ # the following function works for current implementations of R # to my knowledge, eventually it may need to be expanded is.rational <- function(x){ rep( TRUE, length(x) ) } tmp.p <- if( any(is.rational(x))) { 0 } else { # current implementation will not get here # this part is reserved for the ultimate test 1 } out <- list( p.value = tmp.p, alternative = strwrap(paste('The data does not come from a', 'strict normal distribution (but may represent a distribution', 'that is close enough)'), prefix="\n\t"), method = "Snow's Penultimate Normality Test", data.name = deparse(substitute(x)) ) class(out) <- 'htest' out } Now that the need for a p-value is satisfied, we can get onto the more useful questions mentioned in this thread and other places. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Bunny, > lautloscrew.com > Sent: Saturday, July 12, 2008 10:20 AM > To: Mark Leeds > Cc: r-help@r-project.org > Subject: Re: [R] shapiro wilk normality test > > Hmm thanks, > But on the other hand it just says i cant reject normality, > which doesnt really mean it is normal. Wouldn´t be nice to > test for non- normality ? if i´d reject that a high level i > could be pretty sure it ´s normal... ?? > > thanks in advance > > matthias > Am 12.07.2008 um 18:10 schrieb Mark Leeds: > > > Hi: If normality is the HO, then the test below says don't reject ( > > large p value ). Check out any multivariate text for what > the null of > > the shapiro test is. I don't know for sure but, from below, it sure > > looks like HO is normality. Or google for it. > > > > > > > > -----Original Message----- > > From: [EMAIL PROTECTED] > > [mailto:[EMAIL PROTECTED] > > ] On > > Behalf Of Bunny, lautloscrew.com > > Sent: Saturday, July 12, 2008 11:30 AM > > To: r-help@r-project.org > > Subject: [R] shapiro wilk normality test > > > > Hi everybody, > > > > somehow i dont get the shapiro wilk test for normality. i > just can´t > > find what the H0 is . > > > > i tried : > > > > shapiro.test(rnorm(5000)) > > > > Shapiro-Wilk normality test > > > > data: rnorm(5000) > > W = 0.9997, p-value = 0.6205 > > > > > > If normality is the H0, the test says it´s probably not > normal, doesn > > ´t it ? > > > > 5000 is the biggest n allowed by the test... > > > > are there any other test ? ( i know qqnorm already ;) > > > > thanks in advance > > > > matthias > > ______________________________________________ > > 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. > ______________________________________________ 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.