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Problem Note 51281: The Henze-Zirkler multivariate normality test computed by PROC MODEL is incorrect

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If the NORMAL option is specified in the FIT statement in the MODEL procedure, the results for the Henze-Zirkler T test are incorrect.

As a circumvention, you can use the Mardia Skewness test and the Mardia Kurtosis test to test for multivariate normality. These tests are also printed by the NORMAL option in the FIT statement. For more information, see the "Testing for Normality" section of the PROC MODEL documentation under "Details: Estimation by the MODEL Procedure."



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/ETSLinux9.313.19.4 TS1M1
HP-UX IPF9.313.19.4 TS1M1
64-bit Enabled Solaris9.313.19.4 TS1M1
64-bit Enabled HP-UX9.313.19.4 TS1M1
64-bit Enabled AIX9.313.19.4 TS1M1
Windows Vista for x649.3
Windows Vista9.3
Windows Millennium Edition (Me)9.3
Windows 7 Ultimate x649.313.19.4 TS1M1
Windows 7 Ultimate 32 bit9.313.19.4 TS1M1
Windows 7 Professional x649.313.19.4 TS1M1
Windows 7 Professional 32 bit9.313.19.4 TS1M1
Windows 7 Home Premium x649.313.19.4 TS1M1
Windows 7 Home Premium 32 bit9.313.19.4 TS1M1
Windows 7 Enterprise x649.313.19.4 TS1M1
Windows 7 Enterprise 32 bit9.313.19.4 TS1M1
Microsoft Windows XP Professional9.3
Microsoft Windows Server 2012 Std9.313.19.4 TS1M1
Microsoft Windows Server 2012 Datacenter9.313.19.4 TS1M1
Microsoft Windows Server 2008 for x649.313.19.4 TS1M1
Microsoft Windows Server 2008 R29.313.19.4 TS1M1
Microsoft Windows Server 20089.313.19.4 TS1M1
Microsoft Windows Server 2003 for x649.3
Microsoft Windows Server 2003 Standard Edition9.3
Microsoft Windows Server 2003 Enterprise Edition9.3
Microsoft Windows Server 2003 Datacenter Edition9.3
Microsoft Windows NT Workstation9.3
Microsoft Windows 2000 Professional9.3
Microsoft Windows 2000 Server9.3
Microsoft Windows 2000 Datacenter Server9.3
Microsoft Windows 2000 Advanced Server9.3
Microsoft Windows 95/989.3
Microsoft Windows 8 Pro x649.313.19.4 TS1M1
Microsoft Windows 8 Pro 32-bit9.313.19.4 TS1M1
Microsoft Windows 8 Enterprise x649.313.19.4 TS1M1
Microsoft Windows 8 Enterprise 32-bit9.313.19.4 TS1M1
Microsoft® Windows® for x649.313.19.4 TS1M1
z/OS9.313.19.4 TS1M1
Linux for x649.313.19.4 TS1M1
Solaris for x649.313.19.4 TS1M1
* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.