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Re: st: Normal Distribution


From   Arman Eshaghi <[email protected]>
To   [email protected]
Subject   Re: st: Normal Distribution
Date   Thu, 15 Sep 2011 01:17:16 -0400 (EDT)

Thanks for the clear response Maarten.


-----Original Message-----
From: Maarten Buis <[email protected]>
To: statalist <[email protected]>
Sent: Wed, Sep 14, 2011 1:16 pm
Subject: Re: st: Normal Distribution


On Wed, Sep 14, 2011 at 12:39 PM, Arman Eshaghi wrote:> I have a question concerning normal distribution and normal plots. I have a> sample of 250 subjects with some psychological scores that are not normally> distributed. With scaled score conversion and cumulative distribution> function I tried to approximate the distribution to normal distribution.> However, kolmogorov-smirnov test is still significant which refutes the normality.> Q-Q plots on the other hand show promising results for scaled scores. Does> my data considered normally distributed in this case? My goal is to use> these scores in discriminant analysis which presumes the data has a> multivariate normal distribution.The Kolmogorov-Smirnov test is particularly sensitive to deviations inthe middle of the distribution, while QQ-plots (-qnorm-) areparticularly sensitive to what happens in the tails. So, it is nosurprise that these two approaches lead to different conclusions.Apparently there is something interesting going on in the center ofthe distribution, which you can better see with a PP-plot (-pnorm-).Anyhow, what you are looking at is the marginal distribution, and thatdoes _not_ have to look anything like a normal distribution. So foryour aim these tests and graphs are useless.Hope this helps,Maarten--------------------------Maarten L. BuisInstitut fuer SoziologieUniversitaet TuebingenWilhelmstrasse 3672074 TuebingenGermanyhttp://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/
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