Dear colleagues, I'm working with Path analyses in lavaan and MVN packages. There are some results that for me are confusing and features from the MVN that I do not know how to set.
My dataset is composed of 130 rows and 7 variables. Using the MVN package to run Mardia, hz and Royston, results indicate that my data is multivariate normal. However, the Mahalanobis distance at different alpha levels give me different results: alpha 0.5 = 14 alpha 0.6 = 8 alpha 0.65 = 5 alpha 0.7 = 0
I have different questions: 1. what is the meaning of 'candidate' outliers? if MVN and Q-Q plot indicates good fit to MVN, should I not consider the outliers? based on what?
2. if outliers are the main concern to get multivariate normality, how can it be that I get multivariate normality by 3 different methods while I have 0-14 candidate outliers?
3. Most important, where can I read which alpha and tolerance values I have to use in my case? Is there any way I can see any tutorial, or recommendations of the alpha according to sample size and other data characteristics?
I was looking on the web and I have found no answer to this. So, any literature recommendation or advice will be welcome.
Thanks and sorry for taking your time. Sincerely,