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Re: Undefined Mauchly's Test

Posted by Mike on Oct 14, 2016; 8:07pm
URL: http://spssx-discussion.165.s1.nabble.com/Undefined-Mauchly-s-Test-tp5733212p5733260.html

On Friday, October 14, 2016 2:50 PM, Art Kendall wrote:
>
>A S.W.A.G.

Uh, okay.

> perhaps the reason that the CS was assumed was that made
> hand calculation easier.
>
> We did not always have calculators that did square roots, let alone
> the
> software that we have in this century.

This would make sense if one had to compute that variance-covariance
matrix in order to do a repeated measures ANOVA but, as someone who
has done a repeated measures ANOVA by hand calculator, one does
not need it.  I have handouts with the definitional and computational
formulas for one-way repeated measures ANOVA that I still use though
today I don't have students do the hand computations (they used to but
some can so long as well as make errors) instead I show how one can
do it via Excel (with the Data Analysis toolpak: 2-way ANOVA without
replication; one could go through the process of calculating the sum
squares from the raw data but again this is time consuming).and then
what SPSS GLM provides in addition to the simple output of Excel.

I think that it was easier to assume compound symmetry because
it is a simple extension of the homogeneity of variance assumption --
it is the assumption of homogeneity of variance plus homogeneity
of correlation.  After making these assumptions, wave your hands,
and, say "Presto! Here are the Rep Meas ANOVA results!"

NOTE: GLM does not even allow one to print out the
variance-covariance matrix if one wanted to examine it.
One has to obtain it with another procedure like correlation
or reliability or one of the regression procedures and so on.
MANOVA allows one to print the covariance matrix and
other useful statistics.

-Mike Palij
New York University
[hidden email]

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