# mauchly.test

0th

Percentile

##### Mauchly's Test of Sphericity

Tests whether a Wishart-distributed covariance matrix (or transformation thereof) is proportional to a given matrix.

Keywords
multivariate, models, htest
##### Usage
mauchly.test(object, ...)
# S3 method for mlm
mauchly.test(object, ...)
# S3 method for SSD
mauchly.test(object, Sigma = diag(nrow = p),
T = Thin.row(proj(M) - proj(X)), M = diag(nrow = p), X = ~0,
idata = data.frame(index = seq_len(p)), ...)
##### Arguments
object

object of class SSD or mlm.

Sigma

matrix to be proportional to.

T

transformation matrix. By default computed from M and X.

M

formula or matrix describing the outer projection (see below).

X

formula or matrix describing the inner projection (see below).

idata

data frame describing intra-block design.

arguments to be passed to or from other methods.

##### Details

Mauchly's test test for whether a covariance matrix can be assumed to be proportional to a given matrix.

This is a generic function with methods for classes "mlm" and "SSD".

The basic method is for objects of class SSD the method for mlm objects just extracts the SSD matrix and invokes the corresponding method with the same options and arguments.

The T argument is used to transform the observations prior to testing. This typically involves transformation to intra-block differences, but more complicated within-block designs can be encountered, making more elaborate transformations necessary. A matrix T can be given directly or specified as the difference between two projections onto the spaces spanned by M and X, which in turn can be given as matrices or as model formulas with respect to idata (the tests will be invariant to parametrization of the quotient space M/X).

The common use of this test is in repeated measurements designs, with X = ~1. This is almost, but not quite the same as testing for compound symmetry in the untransformed covariance matrix.

Notice that the defaults involve p, which is calculated internally as the dimension of the SSD matrix, and a couple of hidden functions in the stats namespace, namely proj which calculates projection matrices from design matrices or model formulas and Thin.row which removes linearly dependent rows from a matrix until it has full row rank.

##### Value

An object of class "htest"

##### Note

The p-value differs slightly from that of SAS because a second order term is included in the asymptotic approximation in R.

##### References

T. W. Anderson (1958). An Introduction to Multivariate Statistical Analysis. Wiley.

SSD, anova.mlm, rWishart

##### Aliases
• mauchly.test
• mauchly.test.SSD
• mauchly.test.mlm
##### Examples
library(stats) # NOT RUN { utils::example(SSD) # Brings in the mlmfit and reacttime objects ### traditional test of intrasubj. contrasts mauchly.test(mlmfit, X = ~1) ### tests using intra-subject 3x2 design idata <- data.frame(deg = gl(3, 1, 6, labels = c(0,4,8)), noise = gl(2, 3, 6, labels = c("A","P"))) mauchly.test(mlmfit, X = ~ deg + noise, idata = idata) mauchly.test(mlmfit, M = ~ deg + noise, X = ~ noise, idata = idata) # } 
Documentation reproduced from package stats, version 3.6.0, License: Part of R 3.6.0

### Community examples

Looks like there are no examples yet.