Box's M test is a multivariate statistical test used to check the equality of multiple variance-covariance matrices. The test is commonly used to test the assumption of homogeneity of variances and covariances in MANOVA and linear discriminant analysis.
Box's M test is a multivariate statistical test used to check the equality of multiple variance-covariance matrices. The test is commonly used to test the assumption of homogeneity of variances and covariances in MANOVA and linear discriminant analysis.
Source: Wikipedia "Box's M test" · CC BY-SA 4.0
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