[R] Bartlett's Test of Sphericity

[Daniel Malter]

Thanks for the clarification. That makes sense.

To summarize, bartlett.test() in the base distribution of R is not the
sphericity test, and it relies on the higher moments of the normal
distribution. The sphericity test can be computed with the formula provided
or the one implemented in the psych package, and it does not rely on the
higher moments of the normal distribution, but only on the correlation
structure between the data.


Peter Dalgaard-2 wrote:
> 
> On Jun 18, 2011, at 15:48 , Tal Galili wrote:
> 
>> Hi Thibault,
>> Not that I think you'll use this after the above responses, but for the
>> record, have a look at:
>> ?bartlett.test
> 
> That's the "other" Bartlett's test, namely the one for comparison of
> variances. That test is well known to rely on higher moments of the normal
> distribution. 
> 
> -- 
> Peter Dalgaard
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com
> 
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