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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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674 GLM: Multivariate<br />

• Memory requirements depend primarily on the number of cells in the design. For the<br />

default full factorial model, this equals the product of the number of levels or categories<br />

in each factor.<br />

GLM Variable List<br />

• Multivariate GLM calculates statistical tests that are valid for analyses of dependent variables<br />

that are correlated with one another. The dependent variables must be specified<br />

first.<br />

• The factor and covariate lists follow the same rules as in univariate analyses.<br />

• If the dependent variables are uncorrelated, the univariate significance tests have greater<br />

statistical power.<br />

PRINT Subcommand<br />

By default, if no PRINT subcommand is specified, multivariate GLM produces multivariate<br />

tests (MANOVA) and univariate tests (ANOVA) for all effects in the model. All of the PRINT<br />

specifications described in GLM: Univariate are available in multivariate analyses. The following<br />

additional output can be requested:<br />

TEST(SSCP) Sums-of-squares and cross-product matrices. Hypothesis (HSSCP)<br />

and error (ESSCP) sums-of-squares and cross-product matrices for<br />

each effect in the design are displayed. Each between-subjects effect<br />

has a different HSSCP matrix, but there is a single ESSCP matrix for<br />

all between-subjects effects. For a repeated measures design, each<br />

within-subjects effect has an HSSCP matrix and an ESSCP matrix. If<br />

there are no within-subjects effects, the ESSCP matrix for the<br />

between-subjects effects is the same as the RSSCP matrix.<br />

TEST(MMATRIX) Set of transformation coefficients (M) matrices. Any M matrices generated<br />

by the MMATRIX subcommand are displayed. If no M matrix is<br />

specified on the MMATRIX subcommand, this specification will be<br />

skipped, unless you are using a repeated measures design. In a repeated<br />

measures design, this set always includes the M matrix determined by<br />

the WSFACTOR subcommand. The specification TEST(TRANSFORM)<br />

is equivalent to TEST(MMATRIX).<br />

HOMOGENEITY Tests of homogeneity of variance. In addition to Levene’s test for<br />

equality of variances for each dependent variable, the display includes<br />

Box’s M test of homogeneity of the covariance matrices of the dependent<br />

variables across all level combinations of the between-subjects<br />

factors.<br />

RSSCP Sums-of-squares and cross-products of residuals. Three matrices are<br />

displayed:<br />

Residual SSCP matrix. A square matrix of sums of squares and crossproducts<br />

of residuals. The dimension of this matrix is the same as the<br />

number of dependent variables in the model.

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