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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Output from SKTEST |

Date |
Mon, 2 Apr 2012 10:55:15 +0200 |

On Sat, Mar 31, 2012 at 11:03 PM, David Hoaglin wrote: > Before you use tests based on sample skewness and kurtosis, it would > be a good idea to look at a normal probability plot for each of the > variables. A histogram may also be useful, but it is not sufficient, > because it will not show you enough about the tails. You should look > for outliers, as well as evidence of multimodality. I agree. A nice compromise between the histogram and a normal probability plot is the hanging rootogram. In Stata these can be drawn with the -hangroot- package, which is available from SSC (-ssc install hangroot-). Examples can be found on <http://www.maartenbuis.nl/software/hangroot.htm>. In general, I would not see these graphs as competitors but as complementary ways of inspecting the data: each graph is good at highlighting different aspects. Moreover, if these variables are part of a regression(-like) model than you are typically not interested in the uni-variate normality/Gaussianity. If your variable is the dependent/explained/left-hand-side/y variable than an assumption of minor importance is that the variable is normally distributed _conditional_ on the independent/explanatory/right-hand-side/x variable(s). To check that assumption you can after a linear regression inspect the residuals or use -margdistfit- (also available from SSC: -ssc install margdistfit-). Examples of the latter package can be found here: -http://www.maartenbuis.nl/software/margdistfit.html-. If the variable is an independent/explanatory/right-hand-side/x-variable than the distribution is even less important. Its only use is that it can sometimes give a clue on the functional form of the relationship between that x and y variable. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Output from SKTEST***From:*David Hoaglin <dchoaglin@gmail.com>

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