Hello folks, many multivariate anayses (e.g., structural equation modeling) require multivariate normal distributions. Real data, however, most often significantly depart from the multinormal distribution. Some researchers (e.g., Yuan et al., 2000) have proposed a multivariate transformation of the variables.
Can you tell me, if and how such a transformation can be handeled in R? Thanks in advance. With best regards Holger --------------- Yuan, K.-H., Chan, W., & Bentler, P. M. (2000). Robust transformation with applications to structural equation modeling. British Journal of Mathematical and Statistical Psychology, 53, 31–50. -- View this message in context: http://www.nabble.com/Multivariate-Transformations-tp23739013p23739013.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
