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Article #3532Box's M test for homogeniety of variance in repeated measures manova
From: mike shapiro
Date: Tue, 11 Feb 1992 23:24
Date: Tue, 11 Feb 1992 23:24
131 lines
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5448 bytes
I have a question about Box's M test for homogeniety of variance-covariance
matrices in a repeated measures MANOVA.
The degrees of freedom I get using SPSS PC+ is very large
F WITH (3,1726132) DF = 3.34884, P = .018 (Approx.)
but I can't find any df formulas in any of the references I have handy.
I'm aware (at least my references tell me) that Box's M tends to be overly
sensitive to violations. I don't really need any heavy theoretical discussions
here. More than anything else I'm looking for reassurance that SPSS is
computing this correctly and that those degrees of freedom are correct. If
they aren't, then I've got a different problem.
I include the printout from SPSS below for your information. There is one
within factor with two levels and one between factor with 2 levels.
Mike Shapiro
Dept. of Communication
Cornell University
MIK@cornella
* * ANALYSIS OF VARIANCE -- DESIGN 1 * *
Cell Means and Standard Deviations
Variable .. VOTEPOS
FACTOR CODE Mean Std. Dev. N
BETWEEN 0 .083 .279 48
BETWEEN 1 .044 .208 45
For entire sample .065 .247 93
- - - - - - - - - -
Variable .. VOTENEG
FACTOR CODE Mean Std. Dev. N
BETWEEN 0 .542 .504 48
BETWEEN 1 .156 .367 45
For entire sample .355 .481 93
-------------------------------------------------------------------------------
Page 4 SPSS/PC+ 2/11/92
* * ANALYSIS OF VARIANCE -- DESIGN 1 * *
Univariate Homogeneity of Variance Tests
Variable .. VOTEPOS
Cochrans C(46,2) = .64236, P = .050 (approx.)
Bartlett-Box F(1,24771) = 3.77743, P = .052
Variable .. VOTENEG
Cochrans C(46,2) = .65366, P = .034 (approx.)
Bartlett-Box F(1,24771) = 4.43012, P = .035
- - - - - - - - - -
-------------------------------------------------------------------------------
Page 5 SPSS/PC+ 2/11/92
* * ANALYSIS OF VARIANCE -- DESIGN 1 * *
Cell Number .. 1
Determinant of Variance-Covariance matrix = .01826
LOG(Determinant) = -4.00312
- - - - - - - - - -
Cell Number .. 2
Determinant of Variance-Covariance matrix = .00579
LOG(Determinant) = -5.15247
- - - - - - - - - -
Determinant of pooled Variance-Covariance matrix .01173
LOG(Determinant) = -4.44575
-------------------------------------------------------------------------------
Page 6 SPSS/PC+ 2/11/92
* * ANALYSIS OF VARIANCE -- DESIGN 1 * *
Multivariate test for Homogeneity of Dispersion matrices
Boxs M = 10.29184
F WITH (3,1726132) DF = 3.34884, P = .018 (Approx.)
Chi-Square with 3 DF = 10.04644, P = .018 (Approx.)
- - - - - - - - - -
-------------------------------------------------------------------------------
Page 7 SPSS/PC+ 2/11/92
* * ANALYSIS OF VARIANCE -- DESIGN 1 * *
Tests of Between-Subjects Effects.
Tests of Significance for T1 using UNIQUE sums of squares
Source of Variation SS DF MS F Sig of F
WITHIN CELLS 13.22 91 .15
CONSTANT 7.90 1 7.90 54.39 .000
BETWEEN 2.10 1 2.10 14.43 .000
- - - - - - - - - -
-------------------------------------------------------------------------------
Page 8 SPSS/PC+ 2/11/92
* * ANALYSIS OF VARIANCE -- DESIGN 1 * *
Tests involving 'ADTYPE' Within-Subject Effect.
Tests of Significance for T2 using UNIQUE sums of squares
Source of Variation SS DF MS F Sig of F
WITHIN CELLS 10.18 91 .11
ADTYPE 3.77 1 3.77 33.66 .000
BETWEEN BY ADTYPE 1.40 1 1.40 12.51 .001
- - - - - - - - - -
6288 BYTES OF WORKSPACE NEEDED FOR MANOVA EXECUTION.
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From: mike shapiro <MIK@CORNELLA.BITNET>
Subject: Box's M test for homogeniety of variance in repeated measures
manova