See http://finzi.psych.upenn.edu/R/Rhelp02a/archive/33330.html
Andy From: GRAHAM LEASK > > 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] > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > > ------------------------------------------------------------------------------ Notice: This e-mail message, together with any attachments,...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
