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Mauchly's sphericity test

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result in incorrectly rejecting the null hypothesis that sphericity holds. Collier and colleagues showed this was true when epsilon was extended to as high as .90. The Huynh–Feldt correction, however, is believed to be too liberal and overestimates sphericity. This would result in incorrectly rejecting the alternative hypothesis that sphericity does not hold, when it does. Girden recommended a solution to this problem: when epsilon is > .75, the Huynh–Feldt correction should be applied and when epsilon is < .75 or nothing is known about sphericity, the Greenhouse–Geisser correction should be applied.
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represented on the right-hand side. After obtaining the difference scores for all possible pairs of groups, the variances of each group difference can be contrasted. From the example in Figure 1, the variance of the differences between Treatment A and B (17) appear to be much greater than the variance of the differences between Treatment A and C (10.3) and between Treatment B and C (10.3). This suggests that the data may violate the assumption of sphericity. To determine whether statistically significant differences exist between the variances of the differences, Mauchly's test of sphericity can be performed.
568:) and can be found on Mauchly's test output in SPSS. Epsilon provides a measure of departure from sphericity. By evaluating epsilon, we can determine the degree to which sphericity has been violated. If the variances of differences between all possible pairs of groups are equal and sphericity is exactly met, then epsilon will be exactly 1, indicating no departure from sphericity. If the variances of differences between all possible pairs of groups are unequal and sphericity is violated, epsilon will be below 1. The further epsilon is from 1, the worse the violation. 3232: 3218: 534: 3256: 3244: 584: + 10 (i.e., the number of levels of the repeated measures factor + 10), then a MANOVA is more powerful; in other cases, repeated measures design should be selected. Additionally, the power of MANOVA is contingent upon the correlations between the dependent variables, so the relationship between the different conditions must also be considered. 557:(1959), the Huynh–Feldt correction (1976), and the lower-bound. Each of these corrections have been developed to alter the degrees of freedom and produce an F-ratio where the Type I error rate is reduced. The actual F-ratio does not change as a result of applying the corrections; only the degrees of freedom. 571:
Of the three corrections, Huynh-Feldt is considered the least conservative, while Greenhouse–Geisser is considered more conservative and the lower-bound correction is the most conservative. When epsilon is > .75, the Greenhouse–Geisser correction is believed to be too conservative, and would
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To further illustrate the concept of sphericity, consider a matrix representing data from patients who receive three different types of drug treatments in Figure 1. Their outcomes are represented on the left-hand side of the matrix, while differences between the outcomes for each treatment are
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While Mauchly's test is one of the most commonly used to evaluate sphericity, the test fails to detect departures from sphericity in small samples and over-detects departures from sphericity in large samples. Consequently, the sample size has an influence on the interpretation of the results. In
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since they do not require the assumption of sphericity. However, this procedure can be less powerful than using a repeated measures ANOVA, especially when sphericity violation is not large or sample sizes are small. O’Brien and Kaiser suggested that when you have a large violation of sphericity
361: 249:, Mauchly's test of sphericity is a popular test to evaluate whether the sphericity assumption has been violated. The null hypothesis of sphericity and alternative hypothesis of non-sphericity in the above example can be mathematically written in terms of difference scores. 541:
When sphericity has been established, the F-ratio is valid and therefore interpretable. However, if Mauchly's test is significant then the F-ratios produced must be interpreted with caution as the violations of this assumption can result in an increase in the
514:), sphericity cannot be assumed and we would therefore conclude that there are significant differences between the variances of the differences. Sphericity is always met for two levels of a repeated measure factor and is, therefore, unnecessary to evaluate. 61:. Sphericity can be evaluated when there are three or more levels of a repeated measure factor and, with each additional repeated measures factor, the risk for violating sphericity increases. If sphericity is violated, a decision must be made as to whether a 469:
commonly being set to .05), we fail to reject the null hypothesis that the variances are equal. Therefore, we could conclude that the assumption has not been violated. However, when the probability of Mauchly's test statistic is less than or equal to
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SPSS provides an F-ratio from four different methods: Pillai's trace, Wilks’ lambda, Hotelling's trace, and Roy's largest root. In general, Wilks’ lambda has been recommended as the most appropriate multivariate test statistic to use.
255: 57:). If sphericity is violated (i.e., if the variances of the differences between all combinations of the conditions are not equal), then the variance calculations may be distorted, which would result in an inflated 400: 750:
Collier, R. O., Jr., Baker, F. B., Mandeville, G. K., & Hayes, T. F. (1967). "Estimates of test size for several test procedures based on conventional variance ratios in the repeated measures design".
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analysis is selected. If a univariate method is selected, the repeated-measures ANOVA must be appropriately corrected depending on the degree to which sphericity has been violated.
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practice, the assumption of sphericity is extremely unlikely to be exactly met so it is prudent to correct for a possible violation without actually testing for a violation.
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Huynh, H., & Feldt, L. S. (1976). "Estimation of the Box correction for degrees of freedom from sample data in randomised block and split-plot designs."
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rate, and influence the conclusions drawn from your analysis. In instances where Mauchly's test is significant, modifications need to be made to the
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Statistical software should not provide output for a test of sphericity for two levels of a repeated measure factor; however, some versions of
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Interpreting Mauchly's test is fairly straightforward. When the probability of Mauchly's test statistic is greater than or equal to
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O'Brien, R. G. & Kaiser, M. K. (1985). "The MANOVA approach for analyzing repeated measures designs: An extensive primer".
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among the differences between all possible pairs of within-subject conditions (i.e., levels of the
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Sphericity is an important assumption of a repeated-measures ANOVA. It is the condition of equal
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Greenhouse, S. W., & Geisser, S. (1959). "On methods in the analysis of profile data."
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produce an output table with degrees of freedom equal to 0, and a period in place of a numeric
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Mauchly, J. W. (1940). "Significance test for sphericity of a normal
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Designing experiments and analyzing data: A model comparison perspective
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Hinton, P. R., Brownlow, C., & McMurray, I. (2004).
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The test statistic for these estimates is denoted by
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Autoregressive conditional heteroskedasticity (ARCH)
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(1990). 550:so that a valid F-ratio can be obtained. 685: 499: 475: 454: 434: 410: 384: 375: 369: 347: 341: 333: 332: 319: 313: 305: 304: 291: 285: 277: 276: 263: 257: 612: 610: 76: 711: 709: 707: 705: 644: 642: 606: 220: 2933:Kaplan–Meier estimator (product limit) 786: 624: 941:The Annals of Mathematical Statistics 728: 726: 674:The Annals of Mathematical Statistics 577:multivariate test statistics (MANOVA) 7: 3243: 2943:Accelerated failure time (AFT) model 3255: 2538:Analysis of variance (ANOVA, anova) 2633:Cochran–Mantel–Haenszel statistics 1259:Pearson product-moment correlation 840:Statistical Methods for Psychology 14: 930:Journal of Educational Statistics 651:Discovering Statistics Using SPSS 3254: 3242: 3230: 3217: 3216: 2892:Least-squares spectral analysis 386:The variances are not all equal 1873:Mean-unbiased minimum-variance 37:. It was developed in 1940 by 1: 3186:Geographic information system 2402:Simultaneous equations models 555:Greenhouse–Geisser correction 2369:Coefficient of determination 1980:Uniformly most powerful test 219: 196: 173: 150: 127: 104: 81: 2938:Proportional hazards models 2882:Spectral density estimation 2864:Vector autoregression (VAR) 2298:Maximum posterior estimator 1530:Randomized controlled trial 914:Girden, E. R. (1992). 3304: 2698:Multivariate distributions 1118:Average absolute deviation 898:10.1037/0033-2909.97.2.316 3212: 3015: 3002: 2686:Structural equation model 2594: 2569: 2340: 2316: 2048: 2022:Score/Lagrange multiplier 1628: 1615: 1437:Sample size determination 1398: 1385: 1015: 1002: 984: 918:. Newbury Park, CA: Sage. 827:. Newbury Park, CA: Sage. 73:Measurement of sphericity 20:Mauchly's sphericity test 3181:Environmental statistics 2703:Elliptical distributions 2496:Generalized linear model 2425:Simple linear regression 2195:Hodges–Lehmann estimator 1652:Probability distribution 1561:Stochastic approximation 1123:Coefficient of variation 939:-variate distribution." 916:ANOVA: repeated measures 825:ANOVA: Repeated measures 529:Violations of sphericity 2841:Cross-correlation (XCF) 2449:Non-standard predictors 1883:Lehmann–ScheffĂ© theorem 1556:Adaptive clinical trial 842:. Wadsworth Publishing. 687:10.1214/aoms/1177731915 664:Mauchly, J. W. (1940). 537:Violation of sphericity 507:{\displaystyle \alpha } 483:{\displaystyle \alpha } 462:{\displaystyle \alpha } 442:{\displaystyle \alpha } 418:{\displaystyle \alpha } 3237:Mathematics portal 3058:Engineering statistics 2966:Nelson–Aalen estimator 2543:Analysis of covariance 2430:Ordinary least squares 2354:Pearson product-moment 1758:Statistical functional 1669:Empirical distribution 1502:Controlled experiments 1231:Frequency distribution 1009:Descriptive statistics 886:Psychological Bulletin 838:Howell, D. C. (2009). 670:-Variate Distribution" 538: 508: 484: 463: 443: 419: 396: 357: 3153:Population statistics 3095:System identification 2829:Autocorrelation (ACF) 2757:Exponential smoothing 2671:Discriminant analysis 2666:Canonical correlation 2530:Partition of variance 2392:Regression validation 2236:(Jonckheere–Terpstra) 2135:Likelihood-ratio test 1824:Frequentist inference 1736:Location–scale family 1657:Sampling distribution 1622:Statistical inference 1589:Cross-sectional study 1576:Observational studies 1535:Randomized experiment 1364:Stem-and-leaf display 1166:Central limit theorem 812:. Belmont: Wadsworth. 649:Field, A. P. 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Laerd Statistics. 352: 324: 296: 79: 33:used to validate a 3168:Spatial statistics 3048:Medical statistics 2948:First hitting time 2902:Whittle likelihood 2553:Degrees of freedom 2548:Multivariate ANOVA 2481:Heteroscedasticity 2293:Bayesian estimator 2258:Bayesian inference 2107:Kolmogorov–Smirnov 1992:Randomization test 1962:Testing hypotheses 1935:Tolerance interval 1846:Maximum likelihood 1741:Exponential family 1674:Density estimation 1634:Statistical theory 1594:Natural experiment 1540:Scientific control 1457:Survey methodology 1143:Standard deviation 765:10.1007/bf02289596 548:degrees of freedom 539: 504: 480: 459: 439: 415: 392: 353: 328: 300: 272: 101:Tx B − Tx C 77: 3288:Statistical tests 3270: 3269: 3208: 3207: 3204: 3203: 3143:National accounts 3113:Actuarial science 3105:Social statistics 2998: 2997: 2994: 2993: 2990: 2989: 2925:Survival function 2910: 2909: 2772:Granger causality 2613:Contingency table 2588:Survival analysis 2565: 2564: 2561: 2560: 2417:Linear regression 2312: 2311: 2308: 2307: 2283:Credible interval 2252: 2251: 2035: 2034: 1851:Method of moments 1720:Parametric family 1681:Statistical model 1611: 1610: 1607: 1606: 1525:Random assignment 1447:Statistical power 1381: 1380: 1377: 1376: 1226:Contingency table 1196: 1195: 1063:Generalized/power 544:Type I error 387: 344: 336: 316: 308: 288: 280: 234: 233: 98:Tx A − Tx C 95:Tx A − Tx B 3295: 3258: 3257: 3246: 3245: 3235: 3234: 3220: 3219: 3123:Crime statistics 3017: 3004: 2921: 2887:Fourier analysis 2874:Frequency domain 2854: 2801: 2767:Structural break 2727: 2676:Cluster analysis 2623:Log-linear model 2596: 2571: 2512: 2486:Homoscedasticity 2342: 2318: 2237: 2229: 2221: 2220:(Kruskal–Wallis) 2205: 2190: 2145:Cross validation 2130: 2112:Anderson–Darling 2059: 2046: 2017:Likelihood-ratio 2009:Parametric tests 1987:Permutation test 1970:1- & 2-tails 1861:Minimum distance 1833:Point estimation 1829: 1780:Optimal decision 1731: 1630: 1617: 1599:Quasi-experiment 1549:Adaptive designs 1400: 1387: 1264:Rank correlation 1026: 1017: 1004: 971: 964: 957: 948: 902: 901: 881: 875: 874: 872: 871: 865: 859:. 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2088: 2082: 2081: 2079: 2078: 2070: 2061: 2049: 2043: 2041:Specific tests 2037: 2036: 2033: 2032: 2030: 2029: 2024: 2019: 2013: 2011: 2005: 2004: 2002: 2001: 1996: 1995: 1994: 1984: 1983: 1982: 1972: 1966: 1964: 1958: 1957: 1955: 1954: 1953: 1952: 1947: 1937: 1932: 1927: 1922: 1917: 1911: 1909: 1903: 1902: 1900: 1899: 1894: 1893: 1892: 1887: 1886: 1885: 1880: 1865: 1864: 1863: 1858: 1853: 1848: 1837: 1835: 1826: 1820: 1819: 1817: 1816: 1811: 1806: 1805: 1804: 1794: 1789: 1788: 1787: 1777: 1776: 1775: 1770: 1765: 1755: 1750: 1745: 1744: 1743: 1738: 1733: 1717: 1716: 1715: 1710: 1705: 1695: 1694: 1693: 1688: 1678: 1677: 1676: 1666: 1665: 1664: 1654: 1649: 1644: 1638: 1636: 1626: 1625: 1620: 1613: 1612: 1609: 1608: 1605: 1604: 1602: 1601: 1596: 1591: 1586: 1580: 1578: 1572: 1571: 1569: 1568: 1563: 1558: 1552: 1550: 1546: 1545: 1543: 1542: 1537: 1532: 1527: 1522: 1517: 1512: 1506: 1504: 1498: 1497: 1495: 1494: 1492:Standard error 1489: 1484: 1479: 1478: 1477: 1472: 1461: 1459: 1453: 1452: 1450: 1449: 1444: 1439: 1434: 1429: 1424: 1422:Optimal design 1419: 1414: 1408: 1406: 1396: 1395: 1390: 1383: 1382: 1379: 1378: 1375: 1374: 1372: 1371: 1366: 1361: 1356: 1351: 1346: 1341: 1336: 1331: 1326: 1321: 1316: 1311: 1306: 1301: 1295: 1293: 1287: 1286: 1284: 1283: 1278: 1277: 1276: 1271: 1261: 1256: 1250: 1248: 1242: 1241: 1239: 1238: 1233: 1228: 1222: 1220: 1219:Summary tables 1216: 1215: 1213: 1212: 1206: 1204: 1198: 1197: 1194: 1193: 1191: 1190: 1189: 1188: 1183: 1178: 1168: 1162: 1160: 1154: 1153: 1151: 1150: 1145: 1140: 1135: 1130: 1125: 1120: 1114: 1112: 1106: 1105: 1103: 1102: 1097: 1092: 1091: 1090: 1085: 1080: 1075: 1070: 1065: 1060: 1055: 1053:Contraharmonic 1050: 1045: 1034: 1032: 1023: 1013: 1012: 1007: 1000: 999: 997: 996: 991: 985: 982: 981: 976: 974: 973: 966: 959: 951: 945: 944: 943:, 11, 204–209. 933: 926: 919: 910: 907: 904: 903: 876: 854:"Mauchly Test" 845: 830: 815: 800: 759:(3): 339–353. 742: 722: 701: 680:(2): 204–209. 656: 638: 619:SPSS Explained 605: 604: 602: 599: 593: 590: 530: 527: 503: 479: 458: 438: 414: 403: 402: 391: 383: 378: 374: 363: 350: 340: 331: 327: 322: 312: 303: 299: 294: 284: 275: 271: 266: 262: 242: 241:Interpretation 239: 232: 231: 228: 225: 222: 218: 217: 214: 211: 208: 205: 202: 199: 195: 194: 191: 188: 185: 182: 179: 176: 172: 171: 168: 165: 162: 159: 156: 153: 149: 148: 145: 142: 139: 136: 133: 130: 126: 125: 122: 119: 116: 113: 110: 107: 103: 102: 99: 96: 93: 90: 87: 84: 74: 71: 46: 43: 15: 13: 10: 9: 6: 4: 3: 2: 3300: 3289: 3286: 3284: 3281: 3280: 3278: 3263: 3262: 3253: 3251: 3250: 3241: 3239: 3238: 3233: 3227: 3225: 3224: 3215: 3214: 3211: 3197: 3194: 3192: 3191:Geostatistics 3189: 3187: 3184: 3182: 3179: 3177: 3174: 3173: 3171: 3169: 3165: 3159: 3158:Psychometrics 3156: 3154: 3151: 3149: 3146: 3144: 3141: 3139: 3136: 3134: 3131: 3129: 3126: 3124: 3121: 3119: 3116: 3114: 3111: 3110: 3108: 3106: 3102: 3096: 3093: 3091: 3088: 3086: 3082: 3079: 3077: 3074: 3072: 3069: 3067: 3064: 3063: 3061: 3059: 3055: 3049: 3046: 3044: 3041: 3039: 3035: 3032: 3030: 3027: 3026: 3024: 3022: 3021:Biostatistics 3018: 3014: 3010: 3005: 3001: 2983: 2982:Log-rank test 2980: 2979: 2977: 2973: 2967: 2964: 2963: 2961: 2959: 2955: 2949: 2946: 2944: 2941: 2939: 2936: 2934: 2931: 2930: 2928: 2926: 2922: 2919: 2917: 2913: 2903: 2900: 2898: 2895: 2893: 2890: 2888: 2885: 2883: 2880: 2879: 2877: 2875: 2871: 2865: 2862: 2860: 2857: 2855: 2853:(Box–Jenkins) 2849: 2847: 2844: 2842: 2839: 2835: 2832: 2831: 2830: 2827: 2826: 2824: 2822: 2818: 2812: 2809: 2807: 2806:Durbin–Watson 2804: 2802: 2796: 2794: 2791: 2789: 2788:Dickey–Fuller 2786: 2785: 2783: 2779: 2773: 2770: 2768: 2765: 2763: 2762:Cointegration 2760: 2758: 2755: 2753: 2750: 2748: 2745: 2743: 2740: 2738: 2737:Decomposition 2735: 2734: 2732: 2728: 2725: 2723: 2719: 2709: 2706: 2705: 2704: 2701: 2700: 2699: 2696: 2692: 2689: 2688: 2687: 2684: 2682: 2679: 2677: 2674: 2672: 2669: 2667: 2664: 2662: 2659: 2657: 2654: 2652: 2649: 2648: 2646: 2644: 2640: 2634: 2631: 2629: 2626: 2624: 2621: 2619: 2616: 2614: 2611: 2609: 2608:Cohen's kappa 2606: 2605: 2603: 2601: 2597: 2593: 2589: 2585: 2581: 2577: 2572: 2568: 2554: 2551: 2549: 2546: 2544: 2541: 2539: 2536: 2535: 2533: 2531: 2527: 2521: 2517: 2513: 2507: 2505: 2502: 2501: 2499: 2497: 2493: 2487: 2484: 2482: 2479: 2477: 2474: 2472: 2469: 2467: 2464: 2462: 2461:Nonparametric 2459: 2457: 2454: 2453: 2451: 2447: 2441: 2438: 2436: 2433: 2431: 2428: 2426: 2423: 2422: 2420: 2418: 2414: 2408: 2405: 2403: 2400: 2398: 2395: 2393: 2390: 2388: 2385: 2384: 2382: 2380: 2376: 2370: 2367: 2365: 2362: 2360: 2357: 2355: 2352: 2351: 2349: 2347: 2343: 2339: 2332: 2329: 2327: 2324: 2323: 2319: 2315: 2299: 2296: 2295: 2294: 2291: 2289: 2286: 2284: 2281: 2277: 2274: 2272: 2269: 2268: 2267: 2264: 2263: 2261: 2259: 2255: 2245: 2242: 2238: 2232: 2230: 2224: 2222: 2216: 2215: 2214: 2211: 2210:Nonparametric 2208: 2206: 2200: 2196: 2193: 2192: 2191: 2185: 2181: 2180:Sample median 2178: 2177: 2176: 2173: 2172: 2170: 2168: 2164: 2156: 2153: 2151: 2148: 2146: 2143: 2142: 2141: 2138: 2136: 2133: 2131: 2125: 2123: 2120: 2118: 2115: 2113: 2110: 2108: 2105: 2103: 2101: 2097: 2095: 2092: 2091: 2089: 2087: 2083: 2077: 2075: 2071: 2069: 2067: 2062: 2060: 2055: 2051: 2050: 2047: 2044: 2042: 2038: 2028: 2025: 2023: 2020: 2018: 2015: 2014: 2012: 2010: 2006: 2000: 1997: 1993: 1990: 1989: 1988: 1985: 1981: 1978: 1977: 1976: 1973: 1971: 1968: 1967: 1965: 1963: 1959: 1951: 1948: 1946: 1943: 1942: 1941: 1938: 1936: 1933: 1931: 1928: 1926: 1923: 1921: 1918: 1916: 1913: 1912: 1910: 1908: 1904: 1898: 1895: 1891: 1888: 1884: 1881: 1879: 1876: 1875: 1874: 1871: 1870: 1869: 1866: 1862: 1859: 1857: 1854: 1852: 1849: 1847: 1844: 1843: 1842: 1839: 1838: 1836: 1834: 1830: 1827: 1825: 1821: 1815: 1812: 1810: 1807: 1803: 1800: 1799: 1798: 1795: 1793: 1790: 1786: 1785:loss function 1783: 1782: 1781: 1778: 1774: 1771: 1769: 1766: 1764: 1761: 1760: 1759: 1756: 1754: 1751: 1749: 1746: 1742: 1739: 1737: 1734: 1732: 1726: 1723: 1722: 1721: 1718: 1714: 1711: 1709: 1706: 1704: 1701: 1700: 1699: 1696: 1692: 1689: 1687: 1684: 1683: 1682: 1679: 1675: 1672: 1671: 1670: 1667: 1663: 1660: 1659: 1658: 1655: 1653: 1650: 1648: 1645: 1643: 1640: 1639: 1637: 1635: 1631: 1627: 1623: 1618: 1614: 1600: 1597: 1595: 1592: 1590: 1587: 1585: 1582: 1581: 1579: 1577: 1573: 1567: 1564: 1562: 1559: 1557: 1554: 1553: 1551: 1547: 1541: 1538: 1536: 1533: 1531: 1528: 1526: 1523: 1521: 1518: 1516: 1513: 1511: 1508: 1507: 1505: 1503: 1499: 1493: 1490: 1488: 1487:Questionnaire 1485: 1483: 1480: 1476: 1473: 1471: 1468: 1467: 1466: 1463: 1462: 1460: 1458: 1454: 1448: 1445: 1443: 1440: 1438: 1435: 1433: 1430: 1428: 1425: 1423: 1420: 1418: 1415: 1413: 1410: 1409: 1407: 1405: 1401: 1397: 1393: 1388: 1384: 1370: 1367: 1365: 1362: 1360: 1357: 1355: 1352: 1350: 1347: 1345: 1342: 1340: 1337: 1335: 1332: 1330: 1327: 1325: 1322: 1320: 1317: 1315: 1314:Control chart 1312: 1310: 1307: 1305: 1302: 1300: 1297: 1296: 1294: 1292: 1288: 1282: 1279: 1275: 1272: 1270: 1267: 1266: 1265: 1262: 1260: 1257: 1255: 1252: 1251: 1249: 1247: 1243: 1237: 1234: 1232: 1229: 1227: 1224: 1223: 1221: 1217: 1211: 1208: 1207: 1205: 1203: 1199: 1187: 1184: 1182: 1179: 1177: 1174: 1173: 1172: 1169: 1167: 1164: 1163: 1161: 1159: 1155: 1149: 1146: 1144: 1141: 1139: 1136: 1134: 1131: 1129: 1126: 1124: 1121: 1119: 1116: 1115: 1113: 1111: 1107: 1101: 1098: 1096: 1093: 1089: 1086: 1084: 1081: 1079: 1076: 1074: 1071: 1069: 1066: 1064: 1061: 1059: 1056: 1054: 1051: 1049: 1046: 1044: 1041: 1040: 1039: 1036: 1035: 1033: 1031: 1027: 1024: 1022: 1018: 1014: 1010: 1005: 1001: 995: 992: 990: 987: 986: 983: 979: 972: 967: 965: 960: 958: 953: 952: 949: 942: 938: 934: 931: 927: 925:, 24, 95–112. 924: 923:Psychometrika 920: 917: 913: 912: 908: 899: 895: 891: 887: 880: 877: 866:on 2013-05-11 862: 855: 849: 846: 841: 834: 831: 826: 819: 816: 811: 804: 801: 796: 790: 782: 778: 774: 770: 766: 762: 758: 754: 753:Psychometrika 746: 743: 735: 729: 727: 723: 718: 712: 710: 708: 706: 702: 697: 693: 688: 683: 679: 675: 671: 669: 660: 657: 652: 645: 643: 639: 634: 628: 620: 613: 611: 607: 600: 598: 591: 589: 585: 583: 578: 573: 569: 567: 563: 558: 556: 551: 549: 545: 535: 528: 526: 524: 520: 515: 501: 493: 477: 456: 436: 428: 412: 389: 381: 376: 372: 364: 348: 338: 329: 325: 320: 310: 301: 297: 292: 282: 273: 269: 264: 260: 252: 251: 250: 248: 240: 238: 229: 226: 223: 215: 212: 209: 206: 203: 200: 197: 192: 189: 186: 183: 180: 177: 174: 169: 166: 163: 160: 157: 154: 151: 146: 143: 140: 137: 134: 131: 128: 123: 120: 117: 114: 111: 108: 105: 100: 97: 94: 91: 88: 85: 82: 72: 70: 68: 64: 60: 56: 52: 44: 42: 40: 36: 32: 28: 27: 21: 3259: 3247: 3228: 3221: 3133:Econometrics 3083: / 3066:Chemometrics 3043:Epidemiology 3036: / 3009:Applications 2851:ARIMA model 2798:Q-statistic 2747:Stationarity 2643:Multivariate 2586: / 2582: / 2580:Multivariate 2578: / 2518: / 2514: / 2288:Bayes factor 2187:Signed rank 2099: 2073: 2065: 2053: 1748:Completeness 1584:Cohort study 1482:Opinion poll 1417:Missing data 1404:Study design 1359:Scatter plot 1281:Scatter plot 1274:Spearman's ρ 1236:Grouped data 940: 936: 929: 922: 915: 889: 885: 879: 868:. Retrieved 861:the original 848: 839: 833: 824: 818: 809: 803: 789:cite journal 756: 752: 745: 717:"Sphericity" 677: 673: 667: 659: 650: 621:. Routledge. 618: 595: 586: 581: 574: 570: 565: 559: 552: 540: 522: 516: 491: 426: 404: 244: 235: 67:multivariate 48: 39:John Mauchly 25: 23: 19: 18: 3261:WikiProject 3176:Cartography 3138:Jurimetrics 3090:Reliability 2821:Time domain 2800:(Ljung–Box) 2722:Time-series 2600:Categorical 2584:Time-series 2576:Categorical 2511:(Bernoulli) 2346:Correlation 2326:Correlation 2122:Jarque–Bera 2094:Chi-squared 1856:M-estimator 1809:Asymptotics 1753:Sufficiency 1520:Interaction 1432:Replication 1412:Effect size 1369:Violin plot 1349:Radar chart 1329:Forest plot 1319:Correlogram 1269:Kendall's τ 932:, 1, 69–82. 892:: 316–333. 3277:Categories 3128:Demography 2846:ARMA model 2651:Regression 2228:(Friedman) 2189:(Wilcoxon) 2127:Normality 2117:Lilliefors 2064:Student's 1940:Resampling 1814:Robustness 1802:divergence 1792:Efficiency 1730:(monotone) 1725:Likelihood 1642:Population 1475:Stratified 1427:Population 1246:Dependence 1202:Count data 1133:Percentile 1110:Dispersion 1043:Arithmetic 978:Statistics 870:2012-04-29 601:References 592:Criticisms 63:univariate 45:Sphericity 24:Mauchly's 2509:Logistic 2276:posterior 2202:Rank sum 1950:Jackknife 1945:Bootstrap 1763:Bootstrap 1698:Parameter 1647:Statistic 1442:Statistic 1354:Run chart 1339:Pie chart 1334:Histogram 1324:Fan chart 1299:Bar chart 1181:L-moments 1068:Geometric 627:cite book 502:α 478:α 457:α 437:α 413:α 339:− 330:σ 311:− 302:σ 283:− 274:σ 221:Variance: 78:Figure 1 51:variances 3223:Category 2916:Survival 2793:Johansen 2516:Binomial 2471:Isotonic 2058:(normal) 1703:location 1510:Blocking 1465:Sampling 1344:Q–Q plot 1309:Box plot 1291:Graphics 1186:Skewness 1176:Kurtosis 1148:Variance 1078:Heronian 1073:Harmonic 781:42325937 210:−3 164:−5 3249:Commons 3196:Kriging 3081:Process 3038:studies 2897:Wavelet 2730:General 1897:Plug-in 1691:L space 1470:Cluster 1171:Moments 989:Outline 773:5234710 696:2235878 562:epsilon 525:value. 490:(i.e., 449:, with 425:(i.e., 83:Patient 59:F-ratio 3118:Census 2708:Normal 2656:Manova 2476:Robust 2226:2-way 2218:1-way 2056:-test 1727:  1304:Biplot 1095:Median 1088:Lehmer 1030:Center 779:  771:  694:  2742:Trend 2271:prior 2213:anova 2102:-test 2076:-test 2068:-test 1975:Power 1920:Pivot 1713:shape 1708:scale 1158:Shape 1138:Range 1083:Heinz 1058:Cubic 994:Index 864:(PDF) 857:(PDF) 777:S2CID 737:(PDF) 692:JSTOR 494:< 429:> 230:10.3 29:is a 2975:Test 2175:Sign 2027:Wald 1100:Mode 1038:Mean 795:link 769:PMID 633:link 519:SPSS 343:Tx C 335:Tx B 315:Tx C 307:Tx A 287:Tx B 279:Tx A 227:10.3 92:Tx C 89:Tx B 86:Tx A 2155:BIC 2150:AIC 894:doi 761:doi 682:doi 170:10 65:or 22:or 3279:: 890:97 888:. 791:}} 787:{{ 775:. 767:. 757:32 755:. 725:^ 704:^ 690:. 678:11 676:. 672:. 641:^ 629:}} 625:{{ 609:^ 224:17 216:5 204:12 193:3 184:12 181:15 178:15 161:20 158:30 155:25 147:2 138:28 135:30 132:35 124:7 121:10 115:20 112:27 109:30 41:. 2100:G 2074:F 2066:t 2054:Z 1773:V 1768:U 970:e 963:t 956:v 937:n 900:. 896:: 873:. 797:) 783:. 763:: 739:. 698:. 684:: 668:n 635:) 582:k 566:Δ 564:( 523:p 492:p 427:p 390:. 382:: 377:1 373:H 349:2 326:= 321:2 298:= 293:2 270:: 265:0 261:H 213:2 207:7 201:9 198:5 190:3 187:0 175:4 167:5 152:3 144:7 141:5 129:2 118:3 106:1 26:W

Index

statistical test
repeated measures analysis of variance (ANOVA)
John Mauchly
variances
independent variable
F-ratio
univariate
multivariate
John W. Mauchly
SPSS

Type I error
degrees of freedom
Greenhouse–Geisser correction
epsilon
multivariate test statistics (MANOVA)


cite book
link


"Significance Test for Sphericity of a Normal n-Variate Distribution"
doi
10.1214/aoms/1177731915
JSTOR
2235878


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