Date:         Fri, 21 Mar 2003 13:53:14 -0800
Reply-To:     cassell.david@EPAMAIL.EPA.GOV
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject:      Re: Henze-Zirkler MVN test
Comments: To: "STEVEN F. HOFF" <hoff2584@BLUE.UNCO.EDU>
Content-type: text/plain; charset=us-ascii

"STEVEN F. HOFF" <hoff2584@BLUE.UNCO.EDU> wrote:
> I am looking for SAS/IML code for the above multivariate
> normality test.  It is available in SAS in PROC MODEL using
> the normal option in the "fit" statement.  A programmer at
> support@sas.com said this is the only way to access the
> henze-zirkler MVN test in SAS.  He recommended SAS-L, which I
> enrolled in just to seek the possibility of finding some
> IML code for this test.

The best I was able to find is this code (which happens to be
on the SAS website).  It performs Mardia if you have IML, which
is also a good test.

http://ftp.sas.com/techsup/download/stat/multnorm.html

If you absolutely have to have Henze-Zirkler and no other MVN test
will do, then you may have to code it yourself.

HTH,
David
--
David Cassell, CSC
Cassell.David@epa.gov
Senior computing specialist
mathematical statistician