这个程序是关于 Applied Multivariate Statistics with SAS Software的。（链接： http://ftp.sas.com/samples/A56903）

大家主要给我解释一下其中的(Cube Root Transoformation)在这里是什么意思，是说这个多变量正态检验是建立在此基础上的或是利用这个转换来检测的吗？

options ls=64 ps=45 nodate nonumber;
title1 'Output 1.3';
title2 'Testing Multivariate Normality (Cube Root Transoformation)';

data D1;
infile 'cork.dat';
input t1 t2 t3 t4 ;
/*
t1=north, t2=east, t3=south, t4=west
n is the number of observations
p is the number of variables
*/
data D2(keep=t1 t2 t3 t4 n p);
set D1;
n=28;
p=4;
run;
data D3(keep=n p);
set D2;
if _n_ > 1 then delete;
run;
proc princomp data=D2 cov std out=D4 noprint;
var t1-t4;
data D5(keep=n1 dsq n p);
set D4;
n1=_n_;
dsq=uss(of prin1-prin4);
run;
data D6(keep=dsq1 n1 );
set  D5;
dsq1=dsq**((1.0/3.0)-(0.11/p));
run;

proc iml;
use D3;
read all var {n p};
u=j(n,1,1);
use D6;
do k=1 to n;
setin D6 point 0;
sum1=0;
sum2=0;
do data;
read next var{dsq1 n1} ;
if n1 = k then dsq1=0;
sum1=sum1+dsq1**2;
sum2=sum2+dsq1;
end;
u[k]=(sum1-((sum2**2)/(n-1)))**(1.0/3);
end;
varnames={y};
create tyy from u (|colname=varnames|);
append from u;
close tyy;
run;
quit;

data D7;
set D6; set tyy;
run;
proc corr data=D7 noprint outp=D8;
var dsq1;
with y;
run;
data D9;
set D8;
if _TYPE_ ^='CORR' then delete;
run;
data D10(keep=zp r tnp pvalue);
set D9(rename=(dsq1=r));
set D3;
zp=0.5*log((1+r)/(1-r));
b1p=3-1.67/p+0.52/(p**2);
a1p=-1.0/p-0.52*p;
a2p=0.8*p**2;
mnp=(a1p/n)-(a2p/(n**2));
b2p=1.8*p-9.75/(p**2);
ssq1=b1p/n-b2p/(n**2);
snp=ssq1**0.5;
tnp=abs(abs(zp-mnp)/snp);
pvalue=2*(1-probnorm(tnp));
run;
proc print data=D10;
run;

[此贴子已经被作者于2009-5-3 5:22:01编辑过]