Date: Fri, 21 Mar 2003 13:53:14 -0800
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject: Re: Henze-Zirkler MVN test
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"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
> email@example.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.
If you absolutely have to have Henze-Zirkler and no other MVN test
will do, then you may have to code it yourself.
David Cassell, CSC
Senior computing specialist