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[S] Homogeneity of Covariance Matrices

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Subject: [S] Homogeneity of Covariance Matrices
From: "Marc R. Feldesman" <feldesmanm@pdx.edu>
Date: Thu, 28 May 1998 20:39:07 -0700
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Before I attempt to re-invent the wheel, are there any routines out there
that implement a test for homogeneity of covariance matrices?  I've looked
in all the obvious places (manuals, VR, cmu) but don't see anything that
looks like it actually does something like Box's M (SPSS) or Anderson's
modification of Box's M (SAS), or the graphical techniques found in Systat.  

Suggestions and/or pointers welcomed.


Dr. Marc R. Feldesman
email:  feldesmanm@pdx.edu
email:  feldesman@ibm.net
pager:  503-870-2515
fax:    503-725-3905

"If ignorance is bliss then why aren't there more happy people?"  Lawrence
Peter

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