Mardia’s Skewness and Kurtosis for Assessing Normality Assumption in Multivariate Regression

Dewi Wulandari, Sutrisno Sutrisno, Muhammad Bayu Nirwana


In Multivariate regression, we need to assess normality assumption simultaneously, not univariately. Univariate normal distribution does not guarantee the occurrence of multivariate normal distribution [1]. So we need to extend the assessment of univariate normal distribution into multivariate methods. One extended method is skewness and kurtosis as proposed by Mardia [2]. In this paper, we introduce the method, present the procedure of this method, and show how to examine normality assumption in multivariate regression study case using this method and expose the use of statistics software to help us in numerical calculation.


Received February 20, 2021
Revised March 8, 2021
Accepted March 10, 2021


Multivariate skewness; Multivariate kurtosis; Mardia Multivarate normality assumption; Multivariate regression

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