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Re: Undefined Mauchly's Test

Posted by Rich Ulrich on Oct 07, 2016; 3:06am
URL: http://spssx-discussion.165.s1.nabble.com/Undefined-Mauchly-s-Test-tp5733212p5733216.html

For small and moderate samples, a non-significant Mauchly's test does not mean much at all.  That is

why many people will recommend, wisely, that followup test be performed as paired t-tests instead of

using some pooled variance term.


What are you measuring?  Is it a good measure, with good scaling expected and no outliers observed?

I don't like analyses where those corrections are made, unless I have a decent understanding of why

they are required, such as, the presence of excess zeroes.


Would some transformation be thought of, by anyone?  Analyzing with unnecessarily-unequal variances

is a way to  get into unneeded trouble.  If the "levels" represent time, it might be appropriate and proper

to test a much more powerful hypothesis that makes use of contrasts (linear for growth, etc.) in order to

overcome the inevitable decline in correlations across time.


You say: more levels than subjects -- Is  this because you have very small N or because you have moderate N

but also have too many levels to test a sensible hypothesis across them all?


State your hypotheses.  What tests them?  A single-d.f. test is what gives best power, whenever one of those

can be used.  I favor constructing contrasts -- sometimes in the form of separate variables -- over tests that

include multiple d.f. and multiple hypotheses, all at once.   And I would rather remove the causes of

heterogeneity (variances or correlations) beforehand, than have to hope that I have suitably corrected for it.


--
Rich Ulrich


From: SPSSX(r) Discussion <[hidden email]> on behalf of Rudobeck, Emil (LLU) <[hidden email]>
Sent: Thursday, October 6, 2016 2:20 PM
To: [hidden email]
Subject: Undefined Mauchly's Test
 
Given the paucity of information online, I was wondering if anyone knows the procedural approach to the evaluation of sphericity when Mauchly's test is undefined, which is the case when the number of repeated levels is larger than the number of subjects (insufficient df). I am not sure if sphericity can still be assumed based on the reported values of epsilon larger than 0.75, whether based on Greenhouse-Geisser or Huynh-Feldt. In one particular dataset, epsilon is less than 0.1. Presumably it can be assumed that sphericity is violated when epsilon is that low.

I am aware of using mixed models to overcome the assumptions of sphericity. My concern is with GLM in this case.
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