In: Statistics and Probability
What does it mean when the M statistic is significant?
a) it means you have confirmed an assumption of factorial ANOVA
b) it means you met an assumption of ANOVA
c) it means you have violated assumption of MANOVA
d) it means you have met an assumption of MANOVA
Ans:
M statistic is calculated using Box's M test of equality of covariance
If M statistic is significant,it means it means you have violated assumption of MANOVA
Option c is correct.
(M should be non-significant if the covariance matrices are the same)