Date: Mon, 26 Aug 2002 10:35:29 -0400
Reply-To: Doc Muhlbaier <lawrence.muhlbaier@DUKE.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Doc Muhlbaier <lawrence.muhlbaier@DUKE.EDU>
Organization: Duke University, Durham, NC, USA
Subject: Re: lilliefors test
The Lillefors test is a special case of the Kolmogorov-Smirnov test and
available in the NORMAL option of PROC UNIVARIATE.
In general, it is not a very powerful test, so if it does not reject, that
is not very strong evidence that the data are normally distributed.
"Doug" <firstname.lastname@example.org> wrote in message
> Could someone please tell me how I can carry out a lilliefors test in SAS.
> I need to check some residuals from a proc glm for normality. I know that
> can do a normal plot in univariate - but I can't find any information
> lilliefors in SAS Stat.
> Is the test simply the same as the kolmogorov-smirnov for normal
> distribution, and if so is it simply a matter of rejecting the hypothesis
> normality if the p-value is less than alpha?