How to test Data Normality

 


In Normality Test, the hypothesizes are:

H0: The data is normally distributed.

H1: The data is not normally distributed.

If low p-value (less than 0.05): Rejecting the null hypothesis = Data significantly deviates from a normal distribution = Data does not follow a normal distribution.

If high p-value (greater than 0.05): Do not reject the null hypothesis = Data to be normally distributed.

Comment: If the data is not normally distributed, parameters, such as means, variances, and regression coefficients, may be biased or inaccurate, affecting the validity of the conclusions.


In STATA, to test the normality, Input the following command:

sktest Variable(s) (You can also include several variables in the same command)

or,

histogram variable, normal


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