MathGroup Archive 2010

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Compare matrices using Chi square for Exploratory

  • To: mathgroup at
  • Subject: [mg114870] Re: Compare matrices using Chi square for Exploratory
  • From: Stuart Nettleton <Stuart.Nettleton at>
  • Date: Tue, 21 Dec 2010 00:18:00 -0500 (EST)
  • References: <>

A small addendum to my previous question with the issues that gave rise to  
my question about a simple approach to a whole-of-matrix comparison  
between original and recreated data.
I tracked down R's chi-squared comparison to Lawley & Maxwell (1962 &  
1971). Their Bartlett test suffers from a few disadvantages such as  
requiring the inverse of what I have discovered to be an ill-conditioned  
matrix or working from correlation matrices rather than original data.
My preference is to use Mathematica's elegant automatic Hypothesis tests  
in VarianceEquivalenceTest. At present this function compares vectors of  
data, rather than matrices. Mapping across each pair of original and  
recreated variables will lead to as many tests results as variables. This  
would be quite cumbersome and somewhat analogous to investigating the  
percentage of differences between correlation matrices that are greater  
than say 0.05, which is interesting but not a test upon which to accept or
reject the number of factors. Thus my question.
Many thanks to those who may be looking at this question.
BTW For those using a Version prior to 8.0, the first line of the package  
would need amendment to  

UTS CRICOS Provider Code: 00099F
DISCLAIMER: This email message and any accompanying attachments may contain confidential information.
If you are not the intended recipient, do not read, use, disseminate, distribute or copy this message or
attachments. If you have received this message in error, please notify the sender immediately and delete
this message. Any views expressed in this message are those of the individual sender, except where the
sender expressly, and with authority, states them to be the views of the University of Technology Sydney.
Before opening any attachments, please check them for viruses and defects.

Think. Green. Do.

Please consider the environment before printing this email.

  • Prev by Date: Re: switching between versions 7 and 8
  • Next by Date: Re: switching between versions 7 and 8
  • Previous by thread: Compare matrices using Chi square for Exploratory Factor Analysis
  • Next by thread: Re: Compare matrices using Chi square for Exploratory