Checking Homogeneity of Covariance Matrices

Figure 1. Log determinants
Log determinants
Figure 2. Test results
Test results

Box's M tests the assumption of equality of covariances across groups. Log determinants are a measure of the variability of the groups. Larger log determinants correspond to more variable groups. Large differences in log determinants indicate groups that have different covariance matrices.

Since Box's M is significant, you should request separate matrices to see if it gives radically different classification results. See the section on specifying separate-groups covariance matrices for more information.

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