def METHOD_NAME(self):
    """Test function multivariate_normality."""
    np.random.seed(123)
    # With 2 variables
    mean, cov, n = [4, 6], [[1, 0.5], [0.5, 1]], 30
    Z = np.random.multivariate_normal(mean, cov, n)
    hz, pval, normal = multivariate_normality(Z, alpha=0.05)
    assert round(hz, 7) == 0.3243965
    assert round(pval, 7) == 0.7523511
    assert normal is True
    # With 3 variables
    hz, pval, normal = multivariate_normality(data[dvs], alpha=0.01)
    assert round(hz, 7) == 0.5400861
    assert round(pval, 7) == 0.7173687
    assert normal is True
    # With missing values
    hz, pval, normal = multivariate_normality(X_na, alpha=0.05)
    assert round(hz, 7) == 0.7288211
    assert round(pval, 7) == 0.1120792
    assert normal is True
    # Rank deficient
    # Return a LAPACK singular error in R so we cannot compare
    hz, pval, normal = multivariate_normality(X_rd)