macro
qq x.1-x.p
mconstant  i n p
mcolumn x.1-x.p y.1-y.p t dd dsquare pi chis
mmatrix z zt s sinv t1 t2 t3
let n=count(x.1)
do i=1:p
     let y.i=x.i-mean(x.i)
enddo
covar x.1-x.p s
invert s sinv
do i=1:n
    copy y.1-y.p z;
         use i
transpose z zt
multiply z sinv t1
multiply t1 zt t2
   copy t2 t
   let dd(i)=t(1)
enddo
set pi
1:n
end
let pi=pi/n
sort dd dsquare
invcdf pi chis;
chisq p.
plot dsquare*chis
endmacro