Checking Homogeneity of Covariance Matrices
![Log determinants](../images/images_m-r/out_disc_logdeter_loan_01.jpg)
![Test results](../images/images_m-r/out_disc_test_loan_01.jpg)
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.