An SAS Program for Assessing Multivariate Normality

Publisher Website
Google Scholar
Abstract
This SAS program checks for multivariate normality of data. The program can be used in any version of the SAS system. Program input and output are both highly automated, so the users need to know very little about the SAS system or the SAS language. The program produces graphic plot of Mahalanobis distances versus chi-square values, the proportion of Mahalanobis distances exceeding the 50th percentile of chi-square distribution, and the normalized estimate for multivariate kurtosis that can be used to test the null hypothesis of multivariate normality.

This publication has 8 references indexed in Scilit: