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Re: st: Output from SKTEST


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Output from SKTEST
Date   Mon, 2 Apr 2012 12:10:34 -0400

Maarten,

It's wonderful to have hanging rootograms available.  For the present
purpose, though, a suspended rootogram (also available in the
-hangroot- package) should be even better.  But even a suspended
rootogram may not show enough of the behavior in the tails, so a
normal probability plot would be worthwhile.

And if the data are highly skewed, either rootogram will mainly show
that a normal distribution fits poorly.

I strongly agree with your points that other aspects of the variable
are usually more important in a regression.

If the distribution shape of a variable is of interest, I suggest an
approach rooted in Exploratory Data Analysis.  One discussion appears
in the chapter "Using Quantiles to Study Shape" in the book Exploring
Data Tables, Trends, and Shapes (DC Hoagiln, F Mosteller, and JW
Tukey, eds), Wiley, 1985.

David Hoaglin
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