Effect of Violations of Normality - Harvard University影响的违反常态-哈佛大学.pptVIP

Effect of Violations of Normality - Harvard University影响的违反常态-哈佛大学.ppt

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Effect of Violations of Normality - Harvard University影响的违反常态-哈佛大学

Effect of Violations of Normality Edgell and Noon, 1984 Is the t-test for correlation coefficients robust to violations of its assumptions? Overview Review t-test of the Correlation Coefficient Violations Bivariate Normal Assumption Independence Assumption Review Violation of Normality Violation of Independence Bivariate normal assumption Both variables come from normal distributions OR One variable is from a normal distribution and the variables are independent Independence assumption Value of one variable is not influenced by the other Review Violation of Normality Violation of Independence Run 10,000 samples Very Non-normal distributions Range of sample sizes Determine the proportion of samples that were significant at the .05 and .01 level Review Violation of Normality Violation of Independence Review Violation of Normality Violation of Independence Review Violation of Normality Violation of Independence Review Violation of Normality Violation of Independence Review Violation of Normality Violation of Independence Review Violation of Normality Violation of Independence Run 10,000 samples Range of sample sizes Zero correlations with dependency Determine the proportion of samples that were significant at the .05 and .01 level Review Violation of Normality Violation of Independence Zero-Correlations with dependency 1) Second variable is the square of the First Variable 2) Mixed Bivariate Normal Distributions - Population is aggregate of smaller subpopulations Review Violation of Normality Violation of Independence Review Violation of Normality Violation of Independence Violations of Normality Robust at .05 At .01, only sensitive to extreme departures from normality Not Robust * * On the Correlation Coefficient t-Test t2= r2 / ((1-r2)/df) Method Distributions Exponential Distribution Distributions Uniform Distribut

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