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文章基本信息

  • 标题:Testing the assumption of multivariate normality
  • 本地全文:下载
  • 作者:Alexander von Eye ; G. Anne,Bogat
  • 期刊名称:Psychology Science
  • 印刷版ISSN:1614-9947
  • 出版年度:2004
  • 卷号:46
  • 期号:02
  • 出版社:Pabst Science Publishers
  • 摘要:

    Methods of assessing the degree to which multivariate data deviate from multinormality are discussed. The best known of these methods, Mardia’s tests of multivariate skewness and kurtosis, allow one to test null hypotheses that are compatible with the assumption of multinormality. However, if these null hypotheses are rejected, researchers do not know whether particular sectors carry inordinate amounts of the violations. A sector test and an omnibus test are proposed. The sector test allows one to identify subspaces that contain different numbers of cases than expected on the assumption of multinormality. The omnibus test allows one to test whether, overall, the hypothesis of a multinormal distribution is tenable. Mardia’s tests and the new sector and omnibus tests are applied to data from a project on parenting abilities of adolescents.

  • 关键词:multivariate normal distribution; multivariate skewness and kurtosis; multivariate sector tests; multinormal distribution test
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