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An SAS Program for Assessing Multivariate Normality

Xitao Fan

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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.

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What this paper is about

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.

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OpenAlex reports 11 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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.

Key concepts: Kurtosis, Multivariate statistics, Mahalanobis distance, Statistics, Normality test, Normality, Multivariate analysis, Multivariate normal distribution

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