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Thus. the assumption of multivariate normality associated with maximum likelihood estimation was violated.
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Indeed, because the z j used with PCGSE are proportional to the PC loadings, they have an asymptotic multivariate normal distribution [ 38], assuming multivariate normality for the underlying genomic data, with significant correlation present between the loadings associated with the genes that have high pair-wise correlations [ 3].
The multivariate normality assumption was confirmed by normal quantile-quantile plots of residuals.
Multivariate normality was assessed by calculating the normalized estimate of Mardia's multivariate kurtosis coefficient [ 24].
Rotation theoretically depends on multivariate normality, but simulations with grossly non-normal data shows that ROAST is insensitive to departures from normality, agreeing with analogous results of Dørum et al. (2009).
The results reveal that the proposed method gives better results depending on whether or not the data set is multivariate normal even though multivariate analyses require checking the multivariate normality.
We produced a multivariate Wald test on these coefficients predicted in each country, accounting for the associated (co variance matrix and assuming multivariate normality.
We conducted Mardia's normalized coefficient of multivariate kurtosis to examine multivariate normality.
Examination of univariate and multivariate normality for each questionnaire item was highly suggestive of non-normal distributions in the population.
The multivariate normality assumption was also retained.
However, all are sensitive to departures from multivariate normality.
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