A FORTRAN 77 program is presented that tests assumptions of multivariate nornality 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. Consequendy, testing variables individually may not be sufficient This program is of use to those engaged in structural equation modeling with latent variables.
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