The Graphical Assessment of Multivariate Normality Using SPSS

Abstract

Multivariate analyses depend on multivariate normality assumption. Although the analyses are available in SPSS, it is not possible to assess the assumption from the basic package. Statistical assessment of the normality is available in a specialized package, SPSS Amos, in form of Mardia's multivariate kurtosis. However, graphical assessment of the normality by chi-square versus Mahalanobis distance plot is not available in both of the packages. The aim of this article is to present the steps to construct the plot in SPSS in a point-and-click manner as expected by most SPSS users.