Testing for Normality using SPSS

Introduction
An assessment of the normality of data is a prerequisite for many statistical tests as
normal data is an underlying assumption in parametric testing. There are two main
methods of assessing normality - graphically and numerically.

This guide will help you to determine whether your data is normal and, therefore, that
this assumption is met in your data for statistical tests. The approaches can be divided
into two main themes - relying on statistical tests or visual inspection. Statistical tests
have the advantage of making an objective judgement of normality but are
disadvantaged by sometimes not being sensitive enough at low sample sizes or overly
sensitive to large sample sizes. As such, some statisticians prefer to use their experience
to make a subjective judgement about the data from plots/graphs. Graphical
interpretation has the advantage of allowing good judgement to assess normality in
situations when numerical tests might be over or under sensitive but graphical methods
do lack objectivity. If you do not have a great deal of experience interpreting normality
graphically then it is probably best to rely on the numerical methods.
Methods of assessing normality
SPSS allows you to test all of these procedures within Explore... command.
TheExplore... command can be used in isolation if you are testing normality in one
group or splitting your dataset into one or more groups. For example, if you have a
group of participants and you need to know if their height is normally distributed then
everything can be done within the Explore... command. If you split your group into
males and females (i.e. you have a categorical independent variable) then you can test
for normality of height within both the male group and the female group using just
the Explore...command. This applies even if you have more than two groups. However,
if you have 2 or more categorical, independent variables then the Explore... command
on its own is not enough and you will have to use the Split File... command also.
Procedure for none or one grouping variable
The following example comes from our guide on how to perform a one-way ANOVA in
SPSS.

1. Click Analyze > Descriptive Statistics > Explore... on the top menu as shown
below:
 Published with written permission from SPSS Inc, an IBM Company.

2. You will be presented with the following screen:

Published with written permission from SPSS Inc, an IBM Company.

3. Transfer the variable that needs to be tested for normality into the "Dependent
List:" box by either drag-and-dropping or using the button. In this example,
we transfer the "Time" variable into the "Dependent List:" box. You will then be
presented with the following screen:
 Published with written permission from SPSS Inc, an IBM Company.

4. [Optional] If you need to establish if your variable is normally distributed for each
level of your independent variable then you need to add your independent
variable to the "Factor List:" box by either drag-and-dropping or using the
button. In this example, we transfer the "Course" variable into the "Factor List:"
box. You will be presented with the following screen:

Published with written permission from SPSS Inc, an IBM Company.

5. Click the button. You will be presented with the following screen:
 Published with written permission from SPSS Inc, an IBM Company.

Leave the above options unchanged and click the button.

6. Click the button. Change the options so that you are presented with
the following screen:

Published with written permission from SPSS Inc, an IBM Company.

Click the button.

7. Click the button.

Output
SPSS outputs many table and graphs with this procedure. One of the reasons for this is
that the Explore... command is not used solely for the testing of normality but in
describing data in many different ways. When testing for normality, we are mainly
interested in the Tests of Normality table and the Normal Q-Q Plots, our numerical
and graphical methods to test for the normality of data, respectively.

Shapiro-Wilk Test of Normality

Published with written permission from SPSS Inc, an IBM Company.

The above table presents the results from two well-known tests of normality, namely the
Kolmogorov-Smirnov Test and the Shapiro-Wilk Test. We Shapiro-Wilk Test is more
appropriate for small sample sizes (< 50 samples) but can also handle sample sizes as
large as 2000. For this reason, we will use the Shapiro-Wilk test as our numerical means
of assessing normality.

We can see from the above table that for the "Beginner", "Intermediate" and "Advanced"
Course Group the dependent variable, "Time", was normally distributed. How do we
know this? If the Sig. value of the Shapiro-Wilk Test is greater the 0.05 then the data is
normal. If it is below 0.05 then the data significantly deviate from a normal distribution.

If you need to use skewness and kurtosis values to determine normality, rather the
Shapiro-Wilk test, you will find these in our upgraded Premium SPSS guide. Check out
our low prices here.

Normal Q-Q Plot

In order to determine normality graphically we can use the output of a normal Q-Q Plot.
If the data are normally distributed then the data points will be close to the diagonal
line. If the data points stray from the line in an obvious non-linear fashion then the data
are not normally distributed. As we can see from the normal Q-Q plot below the data is
normally distributed. If you at all unsure of being able to correctly interpret the graph
then rely on the numerical methods instead as it can take a fair bit of experience to
correctly judge the normality of data based on plots.
Published with written permission from SPSS Inc, an IBM Company.

If you need to know what Normal Q-Q Plots look like when distributions are not normal
(e.g. negatively skewed), you will find these in our upgraded Premium SPSS guide.
Check out our low prices here.

Testing for Normality using SPSS

(cont...)
12

Procedure when there are two or more independent variables

The Explore... command on its own cannot separate the dependent variable into groups
based on not one but two or more independent variables. However, we can perform this
feat by using the Split File... command.

1. Click Data > Split File... on the top menu as shown below:
 Published with written permission from SPSS Inc, an IBM Company.

2. You will be presented with the following screen:

Published with written permission from SPSS Inc, an IBM Company.

3. Click the radio option, "Organize output by groups". Transfer the independent
variables you wish to categorize the dependent variable on into the "Groups
Based on:". In this example, we want to know whether interest in politics
(Int_Politics) is normally distributed when grouped/categorized by Gender AND
Edu_Level (education level). You will be presented with the following screen:

Published with written permission from SPSS Inc, an IBM Company.

Click the button.

[Your file is now split and the output from any tests will be organized into the
groups you have selected.]

4. Click Analyze > Descriptive Statistics > Explore... on the top menu as shown
below:

Published with written permission from SPSS Inc, an IBM Company.

5. You will be presented with the following screen:

 Published with written permission from SPSS Inc, an IBM Company.

6. Transfer the variable that needs to be tested for normality into the "Dependent
List:" box by either drag-and-dropping or using the button. In this example,
we transfer the "Int_Politics" variable into the "Dependent List:" box. You will
then be presented with the following screen:

Published with written permission from SPSS Inc, an IBM Company.

[There is no need to transfer the independent variables "Gender" and "Edu_Level"

into the "Factor List:" box as this has been accomplished with the Split
File...command. Why not simply transfer these two independent variables into
the "Factor List:" box? Because this will not achieve the desired result. It will first
 analyse "Int_Politics" for normality with respect to "Gender" and then with
respect to "Edu_Level". It does NOT analyse "Int_Politics" for normality by
grouping individuals into both "Gender" and "Edu_Level" AT THE SAME TIME.]

7. Click the button. You will be presented with the following screen:

Published with written permission from SPSS Inc, an IBM Company.

Leave the above options unchanged and click the button.

8. Click the button. Change the options so that you are presented with
the following screen:

Published with written permission from SPSS Inc, an IBM Company.

Click the button.

9. Click the button.

Output
You will now see that the output has been split into separate sections based on the
combination of groups of the two independent variables. As an example we show the
tests of normality when the dependent variable, "Int_Politics", is categorized into the
first "Gender" group (male) and first "Edu_Level" group (School). All other possible
combinations are also presented in the full output but we will not shown them here for
clarity.

Published with written permission from SPSS Inc, an IBM Company.

Under this above category you are presented with the Tests of Normality table as
shown below:

Published with written permission from SPSS Inc, an IBM Company.

The Shapiro-Wilk test is now analyzing the normality of "Int_Politics" on the data of
those individuals that are classified as both "male" in the independent variable "Gender"
and "school" in the independent variable "Edu_Level". As the Sig. value under the
Shapiro-Wilk column is greater than 0.05 we can conclude that "Int_Politics" for this
particular subset of individuals is normally distributed.

The same data from the same individuals are now also being analyzed to produce a
Normal Q-Q Plot as below. From this graph we can conclude that the data appears to be
normally distributed as it follows the diagonal line closely and does not appear to have a
non-linear pattern.
Published with written permission from SPSS Inc, an IBM Company.
One-way ANOVA using SPSS

91

Objectives
The one-way analysis of variance (ANOVA) is used to determine whether there are any
significant differences between the means of three or more independent (unrelated)
groups. This guide will provide a brief introduction to the one-way ANOVA including the
assumptions of the test and when you should use interpret the output. This guide will
then go through the procedure for running this test in SPSS using an appropriate
example, which options to choose and how to interpret the output. Should you wish to
learn more about this test before doing the procedure in SPSS, please click here.
What does this test do?
The one-way ANOVA compares the means between the groups you are interested in and
determines whether any of those means are significantly different from each other.
Specifically, it tests the null hypothesis:

where µ = group mean and k = number of groups. If, however, the one-way ANOVA
returns a significant result then we accept the alternative hypothesis (H A), which is that
there are at least 2 group means that are significantly different from each other.

At this point, it is important to realise that the one-way ANOVA is an omnibus test
statistic and cannot tell you which specific groups were significantly different from each
other, only that at least two groups were. To determine which specific groups differed
from each other you need to use a post-hoc test. Post-hoc tests are described later in
this guide.
Assumptions

 Independent variable consists of two or more categorical independent

groups.
 Dependent variable is either interval or ratio (continuous) (see our guide
onTypes of Variable).
 Dependent variable is approximately normally distributed for each category
of the independent variable (see our guide on Testing for Normality).
 Equality of variances between the independent groups (homogeneity of
variances).
 Independence of cases.

Example
A manager wants to raise the productivity at his company by increasing the speed at
which his employees can use a particular spreadsheet program. As he does not have the
skills in-house, he employs an external agency which provides training in this
spreadsheet program. They offer 3 packages - a beginner, intermediate and advanced
course. He is unsure which course is needed for the type of work they do at his company
so he sends 10 employees on the beginner course, 10 on the intermediate and 10 on the
advanced course. When they all return from the training he gives them a problem to
solve using the spreadsheet program and times how long it takes them to complete the
problem. He wishes to then compare the three courses (beginner, intermediate,
advanced) to see if there are any differences in the average time it took to complete the
problem.
Setup in SPSS
In SPSS we separated the groups for analysis by creating a grouping variable called
"Course" and gave the beginners course a value of "1", the intermediate course a value
of "2" and the advanced course a value of "3". Time to complete the set problem was
entered under the variable name "Time". To know how to correctly enter your data into
SPSS in order to run a repeated measures ANOVA please read our Entering Data in
SPSStutorial.
Testing assumptions
See how to test the normality assumption for this test in our Testing for Normality guide.
Test Procedure in SPSS

1. Click Analyze > Compare Means > One-Way ANOVA... on the top menu as
shown below.

Published with written permission from SPSS Inc, an IBM Company.

2. You will be presented with the following screen:

 Published with written permission from SPSS Inc, an IBM Company.

3. Drag-and-drop (or use the buttons) to transfer the dependent variable (

) into the Dependent List: box and the independent variable (Course) into
theFactor: box as indicted in the diagram below:

Published with written permission from SPSS Inc, an IBM Company.

4. Click the button. Tick the "Tukey" checkbox as shown below:

 Published with written permission from SPSS Inc, an IBM Company.

Click the button.

5. Click the button. Tick the "Descriptive", "Homogeneity of variance test",

"Brown-Forsythe", and "Welch" checkboxes in the Statistics area as shown below:

Published with written permission from SPSS Inc, an IBM Company.

Click the button.

6. Click the button.

Go to the next page for the SPSS output and an explanation of the output.
SPSS Output of the one-way ANOVA
SPSS generates quite a few tables in its one-way ANOVA analysis. We will go through
each table in turn.

Descriptives Table
The descriptives table (see below) provides some very useful descriptive statistics
including the mean, standard deviation and 95% confidence intervals for the dependent
variable (Time) for each separate group (Beginners, Intermediate & Advanced) as well
as when all groups are combined (Total). These figures are useful when you need to
describe your data.

Published with written permission from SPSS Inc, an IBM Company.

Homogeneity of Variances Table

One of the assumptions of the one-way ANOVA is that the variances of the groups you
are comparing are similar. The table Test of Homogeneity of Variances (see below)
shows the result of Levene's Test of Homogeneity of Variance, which tests for similiar
variances. If the significance value is greater than 0.05 (found in the Sig. column) then
you have homogeneity of variances. We can see from this example that
Levene's F Statistic has a significance value of 0.901 and, therefore, the assumption of
homogeneity of variance is met. What if the Levene's F statistic was significant? This
would mean that you do not have similar variances and you will need to refer to the
Robust Tests of Equality of Means Table instead of the ANOVA Table.

Published with written permission from SPSS Inc, an IBM Company.

ANOVA Table

This is the table that shows the output of the ANOVA analysis and whether we have a
statistically significant difference between our group means. We can see that in this
example the significance level is 0.021 (P = .021), which is below 0.05 and, therefore,
there is a statistically significant difference in the mean length of time to complete the
spreadsheet problem between the different courses taken. This is great to know but we
do not know which of the specific groups differed. Luckily, we can find this out in
theMultiple Comparisons Table which contains the results of post-hoc tests.

Published with written permission from SPSS Inc, an IBM Company.

Robust Tests of Equality of Means Table

We discussed earlier that even if there was a violation of the assumption of homogeneity
of variances we could still determine whether there were significant differences between
the groups by not using the traditional ANOVA but using the Welch test. Like the ANOVA
test, if the significance value is less than 0.05 then there are statistically significant
differences between groups. As we did have similar variances we do not need to consult
this table for our example.

Published with written permission from SPSS Inc, an IBM Company.

Multiple Comparisons Table

From the results so far we know that there are significant differences between the
groups as a whole. The table below, Multiple Comparisons, shows which groups differed
from each other. The Tukey post-hoc test is generally the preferred test for conducting
post-hoc tests on a one-way ANOVA but there are many others. We can see from the
table below that there is a significant difference in time to complete the problem
between the group that took the beginner course and the intermediate course (P =
0.046) as well as between the beginner course and advanced course (P = 0.034).
However, there were no differences between the groups that took the intermediate and
advanced course (P = 0.989).
Published with written permission from SPSS Inc, an IBM Company.

Reporting the Output of the one-way ANOVA

There was a statistically significant difference between groups as determined by one-way
ANOVA (F(2,27) = 4.467, p = .021). A Tukey post-hoc test revealed that the time to
complete the problem was statistically significantly lower after taking the intermediate
(23.6 ± 3.3 min, P = .046) and advanced (23.4 ± 3.2 min, P = .034) course compared
to the beginners course (27.2 ± 3.0 min). There were no statistically significant
differences between the intermediate and advanced groups (P = .989).

If you are interested in calculating an effect size for a one-way ANOVA, we explain how
to do this in our Premium articles. Find out more here.