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    Box's M: Open Sex Role Inventory

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    Andris C Beatrice
    Box's M tests whether the variance/covariance matrices are equal across groups in discriminant analysis or MANOVA. A Box's M test on data from an open sex role inventory showed the variance/covariance matrices were significantly different across gender groups. While the differences were small, the large sample sizes made them statistically significant. However, the group with the smallest sample size had the smallest variances, so the p-values are conservative. Using Pillai's trace instead of Wilk's lambda as the test statistic can address this issue.

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    Box's M: Open Sex Role Inventory

    Uploaded by

    Andris C Beatrice
    43 views3 pages
    Box's M tests whether the variance/covariance matrices are equal across groups in discriminant analysis or MANOVA. A Box's M test on data from an open sex role inventory showed the variance/covariance matrices were significantly different across gender groups. While the differences were small, the large sample sizes made them statistically significant. However, the group with the smallest sample size had the smallest variances, so the p-values are conservative. Using Pillai's trace instead of Wilk's lambda as the test statistic can address this issue.

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    Box's M tests whether the variance/covariance matrices are equal across groups in discriminant analysis or MANOVA. A Box's M test on data from an open sex role inventory showed the variance/covariance matrices were significantly different across gender groups. While the differences were small, the large sample sizes made them statistically significant. However, the group with the smallest sample size had the smallest variances, so the p-values are conservative. Using Pillai's trace instead of Wilk's lambda as the test statistic can address this issue.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    43 views3 pages

    Box's M: Open Sex Role Inventory

    Uploaded by

    Andris C Beatrice
    Box's M tests whether the variance/covariance matrices are equal across groups in discriminant analysis or MANOVA. A Box's M test on data from an open sex role inventory showed the variance/covariance matrices were significantly different across gender groups. While the differences were small, the large sample sizes made them statistically significant. However, the group with the smallest sample size had the smallest variances, so the p-values are conservative. Using Pillai's trace instead of Wilk's lambda as the test statistic can address this issue.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 3

    Box’s M

    Box’s M tests the null that the variance/covariance matrices are equal across two or more
    groups. Such equality is assumed when doing discriminant function analysis or MANOVA. I shall
    illustrate here using data from the Open Sex Role Inventory.

    A discriminant function analysis was employed to predict gender (female, male, other) from
    scores on Femininity and Masculinity. Here are the variance/covariance matrices from SAS Proc
    Corr:

    Group = Female

    Covariance Matrix, DF = 2211


    Masculinity Femininity
    Masculinity Masculinity 0.4295678228 -.0059879205
    Femininity Femininity -.0059879205 0.3028151803

    Group = Male

    Covariance Matrix, DF = 1585


    Masculinity Femininity
    Masculinity Masculinity 0.4945919608 -.0767190632
    Femininity Femininity -.0767190632 0.4353688155

    Group = Other

    Covariance Matrix, DF = 2211


    Masculinity Femininity
    Masculinity Masculinity 0.4295678228 -.0059879205
    Femininity Femininity -.0059879205 0.3028151803

    SPSS arranges them a bit differently:

    Covariance Matrices
    gender Masculinity Femininity
    Masculinity .495 -.077
    Male
    Femininity -.077 .435
    Masculinity .430 -.006
    Female
    Femininity -.006 .303
    Masculinity .484 .003
    Other
    Femininity .003 .348
    2

    Box’s M compares the natural logs of the variance/covariance matrices. Here they are for
    these data:

    Log Determinants
    gender Rank Log
    Determinant
    Male 2 -1.563
    Female 2 -2.040
    Other 2 -1.780
    Pooled within-groups 2 -1.815

    By my eye, the determinants do not differ greatly here, but Box’s M is a powerful statistic, and
    we have large sample here (N = 4102), so even small differences in these determinants will be
    statistically significant, as they are:

    Test Results

    Box's M 89.421

    Approx. 14.881

    df1 6
    F
    df2 5072276.876

    Sig. .000

    Tests null hypothesis of equal population

    covariance matrices.

    What to do? Tabachnik and Fidel (and others) have the following recommendations:
     If the sample sizes are equal, or nearly so, don’t worry about it. Our sample sizes here differ
    greatly: 2,212, 1586, and 303.
     If the cells with the larger sample sizes also have the larger variances and covariances, the p
    values will be conservative – that is, it will be more difficult to reject the null, and if you can
    reject the null, you can do so with confidence.
     If the cells with the smaller samples sizes have the larger variances and covariances, the p
    values will be liberal, and rejection of the null are suspect, especially when p is not much lower
    than .05.
     You could randomly discard data from the cells with large sample sizes, but that will affect
    power.
     You could simply resort to using Pillai’s trace instead of Wilk’s lambda as the test statistic.
    Box-M.docx
    3

    Here are the variances and covariance by group. In parenthesis is the rank for the
    variance/covariance, where 1 = smallest and 3 = largest.

    Group Variance Femininity Variance Covariance


    Masculinity
    Female .303 (1) .430 (2) -.006 (2)
    Male .495 (3) .435 (3) -.077 (3)
    Other .484 (2) .348 (1) .003 (1)

    The group with the smaller samples sizes (Other) tend to have the smaller variances and
    covariances, so our p values should be conservative, and we should not fret about rejecting the null.

    SPSS Discriminant does not provide Pillai’s trace, but MANOVA does, so we simply run a
    MANOVA to the Pillai trace in place of the Wilks lambda.

    Multivariate Testsa
    Effect Value F Hypothesis df Error df Sig.
    Pillai's Trace .265 313.273 4.000 8198.000 .000
    Wilks' Lambda .737 337.122b 4.000 8196.000 .000
    gender
    Hotelling's Trace .353 361.201 4.000 8194.000 .000
    Roy's Largest Root .342 701.925c 2.000 4099.000 .000

    PS – the assumption of equal variance/covariance matrices is necessary because part of the


    discriminant function analysis or MANOVA involves pooling the within-cells variance/covariance
    matrices, just like we pooled variances when doing t tests and ANOVAs.

    Pooled Within-Groups Matricesa


    Masculinity Femininity
    Masculinity .459 -.033
    Covariance
    Femininity -.033 .357
    a. The covariance matrix has 4099 degrees of
    freedom.

    Return to 2 Group DFA

    Box-M.docx

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