Re: Greenhouse-Geisser Correction Algorithm Needed

Thread View: sci.math.stat

1 messages

[T] Back to Threads [V] Tree View [G] Group Articles

1 total messages Started by David Nichols Fri, 24 Jul 1992 20:49

#77

Author: David Nichols
Date: Fri, 24 Jul 1992 20:49

23 lines
1441 bytes

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.

Thread Navigation

This is a paginated view of messages in the thread with full content displayed inline.

Messages are displayed in chronological order, with the original post highlighted in green.

Use pagination controls to navigate through all messages in large threads.

Back to All Threads