search for: kolmogornov

...is a a frequent problem!). Someone told me that I have to check for normality of the predictors (and in case transform to reach normality) but I am in doubt about the fact that a normality test can be very informative with such a small sample size. Also, I have read that a normality test (Shapiro, Kolmogornov, Durbin, etc.) can't tell you anything about the fact that the distribution is normal but just that there is no evidence for non-normality. Anyway, I am still looking for some sort of thumb of rule to be used in these cases. The question: is there some simple advice on the way one should proce...