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 [EMAIL PROTECTED]
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