Box’s Test for Equality of Covariance Matrices

Box’s test is used to determine whether two or more covariance matrices are equal.

Topics

• Basic Concepts
• Real Statistics Functions and Data Analysis Tools

References

IBM (2017) Box’s M test. IBM SPSS Statistics Algorithms
https://public.dhe.ibm.com/software/analytics/spss/documentation/statistics/24.0/en/client/Manuals/IBM_SPSS_Statistics_Algorithms.pdf

Johnson, R. A., Wichern, D. W. (2007) Applied multivariate statistical analysis. 6th Ed. Pearson
https://mathematics.foi.hr/Applied%20Multivariate%20Statistical%20Analysis%20by%20Johnson%20and%20Wichern.pdf

Rencher, A.C., Christensen, W. F. (2012) Methods of multivariate analysis (3^nd Ed). Wiley