Re: [R] Box M test [Broadcast]

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Sat 21 Oct 2006 - 18:19:36 GMT


See
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/33330.html

Andy

From: GRAHAM LEASK
>
> Dear List
>
> I am looking for a script that will calculate the Box M
> test to test the homogeneity of the variance/covariance
> matrix between two matrices.
>
> If anyone could send me the script I would appreciate it.
>
> I am aware of the scepticism about this test, where due to
> extreme sensitivity a p value of 0.01 is recommended. Despite
> this however Box's M test is the established method for
> identification of stable strategic time periods within the
> strategic management literature and I would like the
> opportunity to use this method within either R or S plus.
>
> Any help would be gratefully received.
>
> Kind regards
>
>
> Graham
>
>
>
> Kind regards
>
>
> Dr Graham Leask
> Economics and Strategy Group
> Aston Business School
> Aston University
> Aston Triangle
> Birmingham
> B4 7ET
>
> Tel: Direct line 0121 204 3150
> email g.leask@aston.ac.uk
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sun Oct 22 04:36:01 2006

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