[R] Box M test [Broadcast]

[Liaw, Andy]

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 g.leask at aston.ac.uk
> 	[[alternative HTML version deleted]]
> 
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> and provide commented, minimal, self-contained, reproducible code.
> 
> 
> 


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