Testing normality is pointless. Do this instead

  Рет қаралды 7,439

Quant Psych

Quant Psych

3 ай бұрын

Do you want more structured and personalized information? Come take a class with me! Visit simplistics.net and sign up for self-guided or live classes.
Video about diagnostics: • Diagnostics: What to l...
Video about robustness: • Robustness in Statistics
And here's the paper (and dataset) I referenced in the video: journals.plos.org/plosone/art...

Пікірлер: 62
@Saynotoclipontiescch
@Saynotoclipontiescch 2 ай бұрын
In twenty five years as a psychologist, I have never tested assumption of normality. Now I know I was right not to.
@billyboy1997
@billyboy1997 2 ай бұрын
I found a new hidden gem channel! Nice video.
@killamaniac08
@killamaniac08 2 ай бұрын
Hey man, this was a really interesting video. In my master's forever ago they never explicitly mentioned this idea but rather implied it the language used to evaluate models. Namely, using tests at the introductory stages to later saying how robust a model is to deviations of the underlying assumptions. Also I'm a huge fan of you're emphasis on diagnostics. The first few times in industry I encountered some bespoke model my company had been paying for I was greeted with all shoulders from management and customer services for the model providers when I asked for model diagnostics to be included. Drove me nuts.
@yulia6354
@yulia6354 Ай бұрын
as a russian person I think you nailed the russian accent! Well done :D and thanks for your videos! As a medical doctor and a big fan of statistics I really love your way of teaching people complicated stuff)
@QuantPsych
@QuantPsych 27 күн бұрын
High praise from a native :)
@pipertripp
@pipertripp 2 ай бұрын
And if Kolmogorov-Smirnov says your residuals are not normally distributed, it's big trouble for moose and squirrel!
@QuantPsych
@QuantPsych 2 ай бұрын
?
@pipertripp
@pipertripp 2 ай бұрын
@@QuantPsych Borris and Natasha from Rocky and Bullwinkle. Good old fashioned cold war stuff.
@igorbione4796
@igorbione4796 2 ай бұрын
Oh my, this video would save me a lot of work if I checked earlier! Thanks!
@Tascioni49
@Tascioni49 2 ай бұрын
Super useful, especially in ecology, because I rarely get normal data from my field experiments. And when I do, is usually because something went wrong 😆
@Eloss69
@Eloss69 2 ай бұрын
Out of the topic but the video makes me think of it : why do we use Pearson correlation when modeling data ? Why not Kendall measure or even better, use Copulas ? Using Pearson looks to me like you know nothing about your variables interactions but you want to measure their linear interaction … you will obtain something but is it a useful information ?
@galenseilis5971
@galenseilis5971 2 ай бұрын
Whether some piece of math is useful depends on what you want/need to know combined with what constraints you are working under.
@RichmondDarko-qo2me
@RichmondDarko-qo2me Ай бұрын
Thank you very much for such informative videos. I spent several years in class and didn't understand all these concepts, but watching this video has made things easier for my comprehension. I have a few questions I would like to ask: When performing a statistical test, we use a parametric test if the data or variable in question is normally distributed, and a non-parametric alternative if the data or variable is not normally distributed. My question is: when does the central limit theorem come into play here? Also, a colleague of mine told me to always use parametric tests even if the data is not normally distributed. His explanation was that parametric tests are more powerful than non-parametric tests. So, should I straightforwardly use the non-parametric alternative when I observe that my data is not normally distributed, or should I take the CLT into consideration and use the parametric test?
@QuantPsych
@QuantPsych 27 күн бұрын
Central limit theorem makes linear models very robust to violations of normality. That means your inferences will probably be sound (i.e., p-values and confidence intervals will be fairly accurate). But, inference is just *one* thing I'm trying to do with stats; I also want to accurately model the data. If the distribution isn't normal, I shouldn't assume a normal distribution. I instead use generalized linear models (not non-parametric tests). Your colleague is wrong. They're only more powerful if you meet the assumptions. But your colleague is right--use parametric models (but the parametric may be a negative binomial regression rather than a typical regression).
@idodlek
@idodlek Ай бұрын
Hello Mr. Fife 😀 Does, for example, running general linear model as t-test versus mann-whitney u test and comparing theirs results count as sensitivity analysis? Or only transformations, bootstraping and trimming would count as sensitivity analysis?
@QuantPsych
@QuantPsych 27 күн бұрын
Yes, that could count a sensitivity analysis. I do wonder though if you might run into a situation where MW and t-tests agree, but modern robust methods would disagree.
@Nyonyokki
@Nyonyokki 2 ай бұрын
I'd love to follow your steps in R but flexplot is not compatible with my R version 4.3.2. Which version do you use?
@QuantPsych
@QuantPsych 2 ай бұрын
It should be compatible. Are you installing from github?
@Nyonyokki
@Nyonyokki 2 ай бұрын
@@QuantPsych Ahh, thanks for the hint! And also thanks for sharing your absolutely enjoyable humor!
@deyvismejia7529
@deyvismejia7529 2 ай бұрын
Why do I feel personally attacked lol I like to test assumptions but great video!!
@TheHeadincharge
@TheHeadincharge 2 ай бұрын
I’ve always wondered why we don’t look at effect size when running these tests at least to make them slightly more useful. Although, I would argue that is true for all parametric tests. Turkey’s quote about parametric tests has always been my favorite to help me understand this interpretation properly. Great video though, normality testing is truly the most misunderstood concept by most psychologists in my experience.
@galenseilis5971
@galenseilis5971 2 ай бұрын
In principle you should be thinking about effective sample sizes if you are ever performing a null hypothesis significance test (NHST). In practice people doing NHST often don't know to do it or don't care to do it or don't know how to do it.
@galenseilis5971
@galenseilis5971 2 ай бұрын
I'm sure Tukey is rolling in his grave knowing he is now referred to as "Turkey". 😉
@galenseilis5971
@galenseilis5971 2 ай бұрын
I don't see a link in the description to the data set. 🐕
@QuantPsych
@QuantPsych 2 ай бұрын
Ah! Thanks for the reminder. It's there now.
@samj.vizcaino-vickers8512
@samj.vizcaino-vickers8512 2 ай бұрын
@Quant Psych Where's the paper? :c
@QuantPsych
@QuantPsych 2 ай бұрын
Yes, thanks for the reminder. It's there now.
@jishanzaman3421
@jishanzaman3421 2 ай бұрын
I've already imagined that one day you'll make a video on this topic...now I got that..thank u so much❤
@QuantPsych
@QuantPsych 2 ай бұрын
😊
@TheJucuska10
@TheJucuska10 2 ай бұрын
Thanks for the video, it was great! You can also do one about the independence, because I had problems with it in my last rejected manuscript ;)
@QuantPsych
@QuantPsych 2 ай бұрын
You can see my videos on mixed models. My introductory to mixed models video talks about it.
@TheJucuska10
@TheJucuska10 2 ай бұрын
@@QuantPsych thank you, I'll check it!
@galenseilis5971
@galenseilis5971 2 ай бұрын
If you want your model to be as correct as possible, then you should aim for your model to do a good job of predicting the data distribution. Predicting the conditional expectation is a pretty rough approximation, especially with data sets like this where it is apparent that most of what is going on is not compressed well by a line.
@AC-go1tp
@AC-go1tp 2 ай бұрын
I learned something today. Thank you. But too much comedyto the point that it is distracting.
@naftalibendavid
@naftalibendavid 2 ай бұрын
The more power you have, the more power you have to show that your data aren't normal. GREAT! (But maybe a non-parametric...) What is a "meaningful" departure from normality? I don't know...is it big enough to make my real Type I error rate larger than my nominal alpha? Is it so far from normality that my power takes a beating?
@QuantPsych
@QuantPsych 2 ай бұрын
Yes, these are great questions! None of them can be answered by a statistical test.
@dimitrioskioroglou4316
@dimitrioskioroglou4316 2 ай бұрын
You're actually telling me to overlook the p-values and use my brain to... think? Come on!
@QuantPsych
@QuantPsych 2 ай бұрын
Weird, eh?
@dimitrioskioroglou4316
@dimitrioskioroglou4316 2 ай бұрын
@@QuantPsych Well, I cannot tell! The H0 says that it's not weird, so I need to test against it.
@ndrmkhn6559
@ndrmkhn6559 2 ай бұрын
As Russian I may say your "Russian" pronunciation is adapted from the Snatch or similar quality spy series.
@QuantPsych
@QuantPsych 2 ай бұрын
So you're saying it's perfect? ;)
@hamidjess
@hamidjess 2 ай бұрын
Dude, with all my respect to the depth of the content, could you please do accents more frequently?
@QuantPsych
@QuantPsych 2 ай бұрын
Ha! I've had two entitled Karens tell me I need to change my approach to videos and stop doing accents. But, i side with your preferences :)
@zimmejoc
@zimmejoc 2 ай бұрын
So is all this proving that our model is robust to violations of the normality assumption? That class was back in 1995 and my professor said we assume normality, independence, and one other thing, but that if we violated one of those assumptions it wasn’t a big deal because our test was robust to those violations.
@QuantPsych
@QuantPsych 2 ай бұрын
There's two different issues: 1. robustness and 2. informativeness of tests. This video is about #2. Tests of assumptions are not informative. Robustness, on the other hand, is a different issue. Most models are very robust to normality violations, fairly robust to homoscedasticity violations, and not at all robust to independence or linearity.
@idodlek
@idodlek 2 ай бұрын
​@@QuantPsych Could you please tell which models are most robust from normality and which are fairly robust to heteroskedasticity?
@naftalibendavid
@naftalibendavid 2 ай бұрын
@@idodlek It would depend upon which assumption you violate and in what direction and how severely, but robust alternatives (permutation, winsorized means, M-estimators, percentage-bend correlations) are your best friend. Check out Rand Wilcox's work. Like everything in Stats, it depends...
@danhallatt4954
@danhallatt4954 2 ай бұрын
Second (but, more accurately third ;) )
@user-lp5ps4vc1j
@user-lp5ps4vc1j 2 ай бұрын
I have to say that your Russian accent is pretty good
@QuantPsych
@QuantPsych 2 ай бұрын
Many thanks, comrade.
@djangoworldwide7925
@djangoworldwide7925 2 ай бұрын
I want a version of your videos without the stupid comments. Instead of a 5 mins vid it became 20
@QuantPsych
@QuantPsych 2 ай бұрын
I shall change my entire approach and structure to making videos to accommodate your preferences.
@batesthommie2660
@batesthommie2660 2 ай бұрын
Hahahahaha Good One
@galenseilis5971
@galenseilis5971 2 ай бұрын
If you want cut-and-dry technical descriptions, then I recommend you read mathematical stats papers. You will find the concision and lack of humour you are searching for there.
@bmebri1
@bmebri1 2 ай бұрын
First
@QuantPsych
@QuantPsych 2 ай бұрын
Technically, I saw it before you did ;)
@SkepsisUtrechtWG2
@SkepsisUtrechtWG2 2 ай бұрын
Please, please don’t do silly voices, or other clown stuff. Its terribly annoying, and one reason I unsubscibed.
@QuantPsych
@QuantPsych 2 ай бұрын
That's probably for the best. I am who I am, I do what I do.
@galenseilis5971
@galenseilis5971 2 ай бұрын
KZfaq tries to match creators with audiences, but it doesn't always find good matches. I hope you find something else you enjoy watching. I'm partly here for the silly voices.
@excelfanboy_
@excelfanboy_ 2 ай бұрын
This dude is just yapping, don't waste your time
@QuantPsych
@QuantPsych 2 ай бұрын
Seriously. This guy's an idiot.
@galenseilis5971
@galenseilis5971 2 ай бұрын
I see it very differently. Fife has identified substantial problems with how statistical analysis is conducted and he has dedicated a lot of time, attention, and energy into helping address those problems. For all my commentary disagreeing with him on this channel, he and I are mostly on the same team: statistical practice must get better.
Are nonparametric statistics useless?
13:57
Quant Psych
Рет қаралды 2,9 М.
What it feels like cleaning up after a toddler.
00:40
Daniel LaBelle
Рет қаралды 91 МЛН
Amazing weight loss transformation !! 😱😱
00:24
Tibo InShape
Рет қаралды 66 МЛН
Inside Out 2: Who is the strongest? Joy vs Envy vs Anger #shorts #animation
00:22
Pleased the disabled person! #shorts
00:43
Dimon Markov
Рет қаралды 31 МЛН
Teach me STATISTICS in half an hour! Seriously.
42:09
zedstatistics
Рет қаралды 2,7 МЛН
Correcting Skewed Data with Scipy and Numpy
11:36
Christopher Pulliam, PhD
Рет қаралды 7 М.
THIS is the foundation of statistics!
16:38
Quant Psych
Рет қаралды 4,6 М.
The most common mistake in biostatistics
22:00
Quant Psych
Рет қаралды 2,8 М.
The better way to do statistics
17:25
Very Normal
Рет қаралды 197 М.
It's lonely being a statistician :(
19:53
Quant Psych
Рет қаралды 2,1 М.
`const` was a mistake
31:50
Theo - t3․gg
Рет қаралды 132 М.
Mixed Model Analysis: Real Example
18:21
Quant Psych
Рет қаралды 8 М.
What it feels like cleaning up after a toddler.
00:40
Daniel LaBelle
Рет қаралды 91 МЛН