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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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GLM: Multivariate 675<br />

Residual covariance matrix. The residual SSCP matrix divided by the<br />

degrees of freedom of the residual.<br />

Residual correlation matrix. The standardized form of the residual<br />

covariance matrix.<br />

Example<br />

GLM Y1 Y2 Y3 BY A B<br />

/PRINT = HOMOGENEITY RSSCP<br />

/DESIGN.<br />

• Since there are three dependent variables, this is a multivariate model.<br />

• The keyword RSSCP produces three matrices of sums of squares and cross-products of<br />

residuals. The output also contains the result of Bartlett’s test of the sphericity of the<br />

residual covariance matrix.<br />

• In addition to the Levene test for each dependent variable, the keyword HOMOGENEITY<br />

produces the result of Box’s M test of homogeneity in the multivariate model.<br />

MMATRIX Subcommand<br />

The MMATRIX subcommand allows you to customize your hypothesis tests by specifying the<br />

M matrix (transformation coefficients matrix) in the general form of the linear hypothesis<br />

LBM = K, where K = 0 if it is not specified on the KMATRIX subcommand. The vector B is<br />

the parameter vector in the linear model.<br />

• Specify an optional label in quotes. Then either list dependent variable names, each followed<br />

by a real number, or specify the keyword ALL followed by a list of real numbers.<br />

Only variable names that appear on the dependent variable list can be specified on the<br />

MMATRIX subcommand.<br />

• You can specify one label for each column in the M matrix.<br />

• If you specify ALL, the length of the list that follows ALL should be equal to the number<br />

of dependent variables.<br />

• There is no limit on the length of the label.<br />

• For the MMATRIX subcommand to be valid, at least one of the following must be specified:<br />

the LMATRIX subcommand or INTERCEPT=INCLUDE. (Either of these specifications<br />

defines an L matrix.)<br />

• If both LMATRIX and MMATRIX are specified, the L matrix is defined by the LMATRIX subcommand.<br />

• If MMATRIX or KMATRIX is specified but LMATRIX is not specified, the L matrix is defined<br />

by the estimable function for the intercept effect, provided that the intercept effect is<br />

included in the model.<br />

• If LMATRIX is specified, but MMATRIX is not specified, the M matrix is assumed to be an<br />

r ×<br />

r identity matrix, where r is the number of dependent variables.<br />

• A semicolon (;) indicates the end of a column in the M matrix.<br />

• Dependent variables not appearing on a list of dependent variable names and real numbers<br />

are assigned a value of 0.

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