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Article #77

Re: Greenhouse-Geisser Correction Algorithm Needed

#77
From: David Nichols
Date: Fri, 24 Jul 1992 20:49
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The formula for the Greenhouse-Geiser epsilon for a within subjects effect
(main effect or interaction), from the MANOVA chapter in the SPSS Statistical
Algorithms, 2nd ed. is:

                          2
              (trace(SSE))
 epsilon = -------------------
                           2
            k * trace((SSE) )

where k =  degrees of freedom for the factor or interaction
      SSE = Error SSCP matrix for that effect

In other words, on top you're getting the trace and then squaring it. On
the bottom you're squaring the SSE matrix, then taking the trace and
multiplying it by k. I checked this out running an example in MANOVA,
and the formula gives the same results as MANOVA does.

--
 David Nichols           Statistical Support Specialist            SPSS, Inc.
 Phone: (312) 329-3684     Internet: nichols@spss.com     Fax: (312) 329-3657
*******************************************************************************
 Any correlation between my views and those of SPSS is strictly due to chance.
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From: nichols@spss.com (David Nichols)
Subject: Re: Greenhouse-Geisser Correction Algorithm Needed
Message-ID: <Jul24.210124.41219@spss.com>
Date: Fri, 24 Jul 1992 20:49:40 CUT
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Organization: SPSS Inc.
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