multivariate normality

  1. N

    [R - Lavaan] Which estimator for confirmatory factor analysis?

    Hi, Currently I am using Rstudio with the Lavaan package in order to perform a confirmatory factor analysis (CFA) on a dataset (N = ~ 700, 23 observed variables, 2 factors). The problem, however, is that the data are not even close to being multivariate normal, with a Mardia's kurtosis of 378...
  2. M

    Testing for normality on correlated data (covariance matrix known).

    Hi all, I have an experimental data set of [(x_1,y_1) (x_2,y_2) ... (x_n,y_n)]. Where (now) x_i's are the predictor variables (independent, no uncertainty) and the y_i's are the response variables (dependent). I know the y_i's to have a covariance matrix \Sigma. Or in other words, I have a...
  3. noetsi

    Multivariate normality

    I know various methods of determing if the bivariate relationship of two variables are normal. But, as Dason has drilled into me, its multivariate normality (that is the normality of the residuals) that actually matters. I am not sure how to test for that. If you plotted the residuals into a...