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

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