Re: Multivariate Normality Test in SPSS

Posted by Bruce Weaver on
URL: http://spssx-discussion.165.s1.nabble.com/Multivariate-Normality-Test-in-SPSS-tp5740466p5740472.html

I did not remember seeing that particular version of "all models are wrong"
in the Science and Statistics article, but I decided to check just now to be
sure.  "all models are wrong" appears twice.  

--- start of excerpt ---

2.3 Parsimony

Since all models are wrong the scientist cannot obtain a "correct" one by
excessive elaboration. On the contrary following William of Occam he should
seek an economical description of natural phenomena. Just as the ability to
devise simple but evocative models is the signature of the great scientist
so overelaboration and overparameterization is  often the mark of
mediocrity.

2.4 Worrying Selectively

Since all models are wrong the scientist must be alert to what is
importantly wrong. It is inappropriate to be concerned about mice when there
are tigers abroad.

--- end of excerpt ---

I had forgotten that one about "mice when there are tigers abroad".  It
reminds me of what Box said about testing for homogeneity of variance prior
to ANOVA or a t-test:


“To make the preliminary test on variances [before running a t-test or
ANOVA] is rather like putting to sea in a rowing boat to find out whether
conditions are sufficiently calm for an ocean liner to leave port!”

    George Box, Biometrika 1953;40:318–35.
 

I love that, but I would add that the more variable the sample sizes are,
the more likely I would be to use a test that is robust to heterogeneity of
variances (e.g., Satterthwaite t-test, Welch or Brown-Forsythe F-test if
using ONEWAY, etc.).  



bdates wrote
> Bruce might remember, but the paragraph is related to Box's famous quote,
> "All models are wrong, but some are useful." This is clearly a case of a
> useful model, even though it's incorrect.
>
> Brian
> ________________________________





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Bruce Weaver
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