The importance of the normality assumption in large public health data sets

被引:1114
作者
Lumley, T [1 ]
Diehr, P [1 ]
Emerson, S [1 ]
Chen, L [1 ]
机构
[1] Univ Washington, Dept Biostat, Seattle, WA 98195 USA
关键词
parametric; nonparametric; Wilcoxon test; rank test; heteroscedasticity;
D O I
10.1146/annurev.publhealth.23.100901.140546
中图分类号
R1 [预防医学、卫生学];
学科分类号
1004 ; 120402 ;
摘要
It is widely but incorrectly believed that the t-test and linear regression are valid only for Normally distributed outcomes. The t-test and linear regression compare the mean of an outcome variable for different subjects. W-bile these are valid even in very small samples if the outcome variable is Normally distributed, their major usefulness comes from the fact that in large samples they are valid for any distribution. We demonstrate this validity by simulation in extremely non-Normal data. We discuss situations in which in other methods such as the Wilcoxon rank sum test and ordinal logistic regression (proportional odds model) have been recommended, and conclude that the t-test and linear regression often provide a convenient and practical alternative. The major limitation on the t-test and linear regression for inference about associations is not a distributional one, but whether detecting and estimating a difference in the mean of the outcome answers the scientific question at hand.
引用
收藏
页码:151 / 169
页数:19
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