Hawkins: Test Statistic for the Hawkins Homoscedasticity Test

In MissMech: Testing Homoscedasticity, Multivariate Normality, and Missing Completely at Random

Description

Produces the F_ij's and A_ij's that are used in the Hawkins' test of homogeneoity of covariances. See Hawkins (1981) and Jamshidian and Jalal (2010) for more details.

Usage

Hawkins(data, spatcnt)

Arguments

data	A matrix consisting of at least two columns and two rows.
spatcnt	The cumulative sum of the number of cases corresponding to each group.

Value

fij	A vector of F_ij statistics, see Hawkins (1981) reference.
a	A list containg A_ij statistics, see Hawkins (1981) reference.
ni	A vector consisting of the number of cases in each group.

Note

There must be no rows in data that contain no observations.

Author(s)

Mortaza Jamshidian, Siavash Jalal, and Camden Jansen

References

Hawkins, D. M. (1981). “A new test for multivariate normality and homoscedasticity,” Technometrics, 23, 105-110.

Jamshidian, M. and Jalal, S. (2010). “Tests of homoscedasticity, normality, and missing at random for incomplete multivariate data,” Psychometrika, 75, 649-674.

Examples

set.seed <- 50
n <- 200
p <- 4
pctmiss <- 0.2
y <- matrix(rnorm(n * p),nrow = n)
spatcnt <- c(20, 50, 70, 200)
h <- Hawkins(data=y, spatcnt)

Example output

MissMech documentation built on May 2, 2019, 1:08 p.m.