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From |
"Syed Gillani" <syed@saudionline.com.sa> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: RE: goodness-of-fit test for lognormal distribution |

Date |
Mon, 31 May 2004 07:30:01 +0300 |

Thanks Kieran, The problem is that I have around 6,000 observations and Shapiro-Wilk reject the null hypothesis of normality after all transformations, even ln(x). I wnated to test whether the original distribution is really lognormal, although it certainly looks like one. For that, I wanted to use Kolmogorov-Smirnov test but it need definition of the distribution being tested. I do not know how to define lognormal distribution for ksmirnov. Would really apperciate help there. Syed ----- Original Message ----- From: "Kieran McCaul" <K.McCaul@curtin.edu.au> To: <statalist@hsphsun2.harvard.edu> Sent: Monday, May 31, 2004 3:59 AM Subject: st: RE: goodness-of-fit test for lognormal distribution > If your variable is x and you suspect it is lognormal, then ln(x) should be > normal. > You could check this by looking at a histogram of ln(x) with a normal > distribution overlaid. Check skewness and kurtosis. Have a look at a Q-Q > plot. Run a Kolmogorov-Smirnov test or Shapiro-Wilks test. > > The usual sort of stuff you would do when checking normality of a variable. > > Kieran > > -----Original Message----- > From: Syed Gillani [mailto:syed@saudionline.com.sa] > Sent: Monday, 31 May 2004 4:13 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: goodness-of-fit test for lognormal distribution > > > Dear all, > > How can I test whether a variable is lognormally distributed? > > Syed > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: goodness-of-fit test for lognormal distribution***From:*Kieran McCaul <K.McCaul@curtin.edu.au>

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