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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: qnorm |

Date |
Mon, 5 Mar 2012 10:17:02 +0100 |

On Mon, Mar 5, 2012 at 4:26 AM, amir gahremanpour wrote: > In one of my lectures about distributions, I was taught that in QQ-plot all points should be within z=+/-2 !, If we have such a definition we should be able > to calculate p-value for QQ plot, right? visual assessment of qqplot is very subjective ! I would say that that the rule +/- 2 is very subjective. Not only is your test subjective, it is also wrong. A normal distribution is a distribution for a variable that can take values from -infinity to +infinity not -2*standard_deviation to +2*standard_deviation. In fact we know that if your variable truly follows a normal/Gaussian distribution than we would expect that about 4.5% of the observations should fall outside that range. A statistical test requires a null hypothesis, and the null hypothesis has to refer to a concrete statistic, so it cannot be "the distribution is normally distributed". In your case the statistic would be the range of your variable and the null hypothesis would be "the range is less than or equal to (-2*standard_deviaiton, +2*standard_deviation)", which, as I said above, does not make any sense when you want to test for normality. There are other tests that make more sense, and these look for example for specific values of the skewness (0) and the kurtosis (3), but those focus on very particular aspects of the normal distribution. In that sense statistical tests are more subjective than looking at plots; tests look at some aspects but ignore others, and the choice of which aspect to look at is typically guided by computational convenience rather than a substantive argument. 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/

**References**:**st: qnorm***From:*amir gahremanpour <[email protected]>

**Re: st: qnorm***From:*Nick Cox <[email protected]>

**RE: st: qnorm***From:*amir gahremanpour <[email protected]>

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