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From |
"JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: sign test output |

Date |
Thu, 17 Jan 2013 10:10:07 -0500 |

The role of normality of the sample in many of statistical tests is overstated. As long as the data distributions are reasonably unimodal, symmetric, have roughly the same degree of dispersion, and don't have excessively heavy tails, the central limit theorem says that the sampling distribution of the sample mean is normal for "sufficiently large" n, where "sufficiently large" can often be sample sizes of no more than a few dozen. The central limit theorem says nothing about measured variables' distributions, which are frequently not normal. Tests for normality of sample are, unfortunately, much less robust than the t-test itself and I am 100% with Nick that -qnorm- will be very helpful in diagnosing problems much more so than any hypothesis tests. If the data are substantially asymmetric I'd question whether the difference of means is even the right measure of group difference. If a difference of means is sensible, might I suggest bootstrapping? Given what you have here it probably won't matter for the p-value of a hypothesis test but the confidence interval would be slightly more accurate. Bootstrapping is now very simple, especially in Stata, so there's no good reason not to use it. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: sign test output***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: sign test output***From:*Nahla Betelmal <nahlaib@gmail.com>

**Re: st: sign test output***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: sign test output***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: sign test output***From:*Nahla Betelmal <nahlaib@gmail.com>

**Re: st: sign test output***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: sign test output***From:*Nahla Betelmal <nahlaib@gmail.com>

**Re: st: sign test output***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: sign test output***From:*Nahla Betelmal <nahlaib@gmail.com>

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