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Graphical Comparison of Covariance Matrices
Author(s) -
Campbell N. A.
Publication year - 1981
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1981.tb00757.x
Subject(s) - covariance , multiplicative function , mathematics , multivariate statistics , analysis of covariance , statistics , covariance matrix , group (periodic table) , linear regression , regression , estimation of covariance matrices , covariance mapping , covariance intersection , chemistry , mathematical analysis , organic chemistry
Summary Procedures for comparing within‐group covariance matrices are developed, based on separate analyses of the variances and of the correlations. The variances and the correlations are represented as two two‐way tables, with the columns representing groups. Graphical procedures based on comparisons of linear regressions are presented, by considering a multiplicative columns‐regression model for the interaction of groups x variances and of groups x correlations. A multivariate comparison leads to the use of a generalized eigenanalysis to display any differences in covariance structure.