--- "Lachenbruch, Peter" <[email protected]> wrote:
> In general, I've found that bad skewness/asymmetry messes up
> significance tests more than heavy tails. I know I read this
> somewhere long ago, and it seems to work pretty well.
Interesting, I tried this using a simulation where I use a t-test on a
chi-square distribution with 3 degrees of freedom, which is quite
skewed, but the t-test seems to perform just fine:
*----------------- begin example -------------
set more off
capture program drop sim
program define sim, rclass
drop _all
set obs 500
gen chi2 = rchi2(3)
ttest chi2 = 3
return scalar p = r(p)
end
simulate p=r(p), reps(50000): sim
hist p
gen sig = p < .05
sum sig
*--------------- end exampele -------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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