"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