At 07:58 AM 1/21/2004, Dave Andrae wrote: >I seem to remember, from a course in which I used SPSS for LDA, that >Box's M is an ultra-sensitive test as well and that in almost all >practical applications it's not useful, so Prof. Ripley's comments >apply to that test, too.
Professor Ripley is quite right about Box's M. I wrote a crude S-Plus script for this years ago to see if I could find a real (i.e. not simulated) data set for which Box's M would give a non-significant result. Using data from my field (primate and human functional anatomy), I found no instance where my data weren't "non-normal" by Box's criterion. And in many of those instances, lda worked "perfectly" anyway (i.e. 95 - 100% of cases correctly classified).
As far as I'm concerned, Box's M is of no use in anything I do. At the same time, if you want the crude script (not guaranteed to work in R since I haven't bothered to test it), I'll send it to you b/c. In my opinion, it isn't worth the effort to clean it up or to test it under R.
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