Thanks Kieran,
The problem is that I have around 6,000 observations and Shapiro-Wilk reject
the null hypothesis of normality after all transformations, even ln(x).
I wnated to test whether the original distribution is really lognormal,
although it certainly looks like one.
For that, I wanted to use Kolmogorov-Smirnov test but it need definition of
the distribution being tested.
I do not know how to define lognormal distribution for ksmirnov. Would
really apperciate help there.
Syed
----- Original Message -----
From: "Kieran McCaul" <[email protected]>
To: <[email protected]>
Sent: Monday, May 31, 2004 3:59 AM
Subject: st: RE: goodness-of-fit test for lognormal distribution
> If your variable is x and you suspect it is lognormal, then ln(x) should
be
> normal.
> You could check this by looking at a histogram of ln(x) with a normal
> distribution overlaid. Check skewness and kurtosis. Have a look at a Q-Q
> plot. Run a Kolmogorov-Smirnov test or Shapiro-Wilks test.
>
> The usual sort of stuff you would do when checking normality of a
variable.
>
> Kieran
>
> -----Original Message-----
> From: Syed Gillani [mailto:[email protected]]
> Sent: Monday, 31 May 2004 4:13 AM
> To: [email protected]
> Subject: st: goodness-of-fit test for lognormal distribution
>
>
> Dear all,
>
> How can I test whether a variable is lognormally distributed?
>
> Syed
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
