topic Default P-values goodness-of-fit tests in New SAS User

Default P-values goodness-of-fit tests

lheer — Fri, 18 Oct 2019 09:43:22 GMT

Hi everyone,

I want to run some Goodness-of-fit tests for several variables, but for every variable the three tests (KS, AD and C-vM) show similar p-values 0.010, 0.005, 0.005 respectively. This would mean that every variable is not normally distributed. However, when looking at Q-Q plot and histograms, not every variable is not normally distributed.

It looks like these p-values are default p-values, since for every variable these p-values are the same.

This is what I did:

proc univariate data=<library.dataset>;
var <variables>;
histogram /normal;
qqplot;
run;

Can anyone help me?

Thank you!

Re: Default P-values goodness-of-fit tests

PaigeMiller — Fri, 18 Oct 2019 10:56:53 GMT

Show us what you are seeing.

Re: Default P-values goodness-of-fit tests

lheer — Fri, 18 Oct 2019 11:09:34 GMT

I see these p-values for every single variable, but with different D-, W-Sq- and A-Sq-values.

Re: Default P-values goodness-of-fit tests

Ksharp — Fri, 18 Oct 2019 11:30:37 GMT

@Rick_SAS wrote many blogs about this GOF .especially your data is not big enough or have some integer value .

These tests (KS, AD and C-vM) are not always trusted .

I would follow Q-Q plot .

Re: Default P-values goodness-of-fit tests

Rick_SAS — Fri, 18 Oct 2019 11:39:56 GMT

I'm going to guess that you are testing large data? As KSharb suggests, you might want to read the article "Goodness-of-fit tests: A cautionary tale for large and small samples".

Anyway, a more important question is WHY you want to test many variables for normality. What are you trying to accomplish? Why does a lack of normality bother you?

Re: Default P-values goodness-of-fit tests

Ksharp — Fri, 18 Oct 2019 11:51:37 GMT

@Rick_SAS You are right. OP must have a big table .

Re: Default P-values goodness-of-fit tests

PaigeMiller — Fri, 18 Oct 2019 12:09:47 GMT

@lheer wrote:

... but for every variable the three tests (KS, AD and C-vM) show similar p-values 0.010, 0.005, 0.005 respectively

This is NOT what the SAS output is showing. It does not show a value of 0.010 or 0.005 or 0.005 respectively.

It shows a value of <0.010 and <0.005 and <0.005, and these are not default values, these are calculations, rounded to some meaningful threshold.

Re: Default P-values goodness-of-fit tests

ballardw — Fri, 18 Oct 2019 17:12:10 GMT

@lheer wrote:

I see these p-values for every single variable, but with different D-, W-Sq- and A-Sq-values.

Send the output to a data set and you can examine the, almost certainly miniscule, actul p-values. The TABLES the procedure reports with will use a threshold value instead of attempting to fit a value like 0.00000000004583 into a 6-column display.