THE CONTINUITY PRINCIPLE IN PSYCHOLOGICAL-RESEARCH - AN INTRODUCTION TO ROBUST STATISTICS

Research in statistics has demonstrated that the classical estimates of means, variances and correlations are sensitive to small departures from the normal curve. Statisticians have urged caution in the use of classical statistics and have proposed a variety of alternatives which are robust with respect to departures from normality. Robust statistics continue, however, to be little used in psychological research. In this paper we describe common sources of nonnormality in psychological data and examine the distinction between data cleaning and robust estimation. Robust estimation using M-estimators is discussed and recommendations for using these techniques in practice are presented.