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re: st: tests of sphericity


From   David Airey <[email protected]>
To   [email protected]
Subject   re: st: tests of sphericity
Date   Thu, 2 Oct 2003 11:09:30 -0500

Regarding the fact that Stata does not provide Mauchly's (1940!) test of sphericity, I came across a web page and a book note which suggest one way out, if you really want a test of the homogeneity of differences variances in Stata.

The web page is at the ATS site at UCLA:

http://www.ats.ucla.edu/stat/stata/faq/chkhom.htm

This page describes how to modify a factorial anova and pass it to "oneway" to gain a test of homogeneity of variances using Bartlett's test.

Maxwell and Delaney (2004, Note 5, p C-21) say the mixed-model ANOVA produces the same results as would a between subjects ANOVA if the mean of each subject on the dependent variable is subtracted from each subject's score (shown by McNemar (1969)). This suggests that the test in "oneway" could be used in a similar manner for simple repeated measures ANOVAs.

This does not address multisample sphericity, but you could do one factor at time.

-Dave

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