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sphericity test


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A test of whether the null hypothesis of independent observations with a constant variance is valid. This hypothesis is of particular concern in the analysis of longitudinal data, where the k repeated measures of individuals may display a noticeable correlation. The most common test is the Mauchly test, for which the test statistic is W, given by where S is the k × k sample covariance matrix, and det(S) and tr(S) are, respectively, the determinant and the trace of S (see matrix).

Subjects: Probability and Statistics.


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