A Program Implementing Mardia's Multivariate Normality Test for Use in Structural Equation Modeling With Latent Variables  

Oleh:

Macintosh, Randall

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Educational and Psychological Measurement vol. 57 no. 2 (1997), page 357-359.
Topik: modelling; multivariate analysis; computer programming; FORTRAN; reliability; validity; variables; models
Fulltext: 357.pdf (258.75KB)

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Perpustakaan Pusat (Semanggi) Nomor Panggil: EE30.1 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

A FORTRAN 77 program is presented that tests assumptions of multivariate normality in a data set. Violation of the normality assumption, especially excessive kurtosis, suggests that alternative estimation techniques other than maximum likelihood should be used. Even if all the univariate distributions are normal, the joint distribution may depart substantially from multivariate normality. Consequently, testing variables individually, may not be sufficient. This program is of uses to those engaged in structural equation modeling with latent variables.

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