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Code Listing by Antonio Trujillo-Ortiz

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Basically, here we are testing if all the p-axis have the same variability or eigenvalues. There are two tests to choose in a menu form such as the Bartlett and Mauchly's sphericity tests.

Only needs to input the multivariate data matrix and the significance level (default = 0.05). It outputs the sample-size, the p-variables, the observed statistic used to test any deviation from an expected sphericity and the probability that null...



Model II regression should be used when the two variables in the regression equation are random and subject to error, i.e. not controlled by the researcher. Model I regression using ordinary least squares underestimates the slope of the linear...



In mathematics, the multiplication theorem is a certain type of identity obeyed by many special functions related to the gamma function. For the explicit case of the gamma function, the identity is a product of values; thus the name. The various...



The Greenhouse-Geisser epsilon value measures by how much the sphericity assumption is violated. Epsilon is then used to adjust for the potential bias in the F statistic. Epsilon can be 1, which means that the sphericity assumption is met...



Doornik-Hansen (1994) introduce a multivariate version of the univariate omnibus test for normality of Shenton and Bowman (1977), based on the transformed skewness and kurtosis. Due that the skewness and kurtosis are not independently distributed...



Anderson and Darling (1952, 1954) introduced a goodness-of-fit statistic to test the hypothesis that a random sample comes from a continuous population with a specified distribution function. It is a modification of the Kolmogorov-Smirnov (K-S)...



Computes a planned (a priori) Analysis of Variance test. The file needs to input the data matrix (size of matrix must be n-by-2; data=column 1, treatment=column 2) and the significance level (default = 0.05). It outputs the checking of...



The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is...



This file estimates the a priori statistical power of a single-factor Multivariate Analysis of Variance (MANOVA).

The MATLAB macro needs to Input the R2-alternate-hypothetical population proportion of variance of the source-proportion...



In a one-way analysis of variance random effects model one would expect that the measurements lie close together because the same quantity was measured and states that the class effects stem from a common source and therefore should not difer too...