Re: Multivariate Normality Test in SPSS

Posted by Bruce Weaver on
URL: http://spssx-discussion.165.s1.nabble.com/Multivariate-Normality-Test-in-SPSS-tp5740466p5740467.html

The official answer from IBM (as of April 2020) appears to be NO.  

https://www.ibm.com/support/pages/does-ibm-spss-statistics-offer-test-multivariate-normality

Why do you want to test for multivariate normality?  If you're working with
real world data, approximate normality is the best you can hope for in any
case--at least if you believe what George Box famously said about the normal
distribution.


"In applying mathematics to subjects such as physics or statistics we make
tentative assumptions about the real world which we know are false but which
we believe may be useful nonetheless. The physicist knows that particles
have mass and yet certain results, approximating what really happens, may be
derived from the assumption that they do not. Equally, the statistician
knows, for example, that in nature there never was a normal distribution,
there never was a straight line, yet with normal and linear assumptions,
known to be false, he can often derive results which match, to a  useful
approximation, those found in the real world."  

http://mkweb.bcgsc.ca/pointsofsignificance/img/Boxonmaths.pdf



3J LEMA wrote
> How can we test multivariate normality in SPSS?
> Any suggestions?
>
> Thank you. Regards.
>
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