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Publication date: 04/21/2023

Example of Univariate and Sphericity Test

In this example, you use the Manova personality of the Fit Model platform to perform univariate and sphericity tests on a multivariate response model.

1. Select Help > Sample Data Folder and open Dogs.jmp.

2. Select Analyze > Fit Model.

3. Select LogHist0, LogHist1, LogHist3, and LogHist5 and click Y.

4. Select drug and dep1 and click Add.

5. In the Construct Model Effects panel, select drug. In the Select Columns panel, select dep1. Click Cross.

6. For Personality, select Manova.

7. Click Run.

8. Select the check box next to Univariate Tests Also.

9. In the Choose Response menu, select Repeated Measures.

Time should be entered for YName, and Univariate Tests Also should be selected.

10. Click OK.

Figure 10.10 Sphericity Test 

Sphericity Test

The sphericity test checks the appropriateness of an unadjusted univariate F test for the within-subject effects using the Mauchly criterion to test the sphericity assumption (Anderson 1958). The sphericity test and the univariate tests are always done using an orthonormalized M matrix. Use the following guidelines to interpret the sphericity test:

If the true covariance structure is spherical, you can use the unadjusted univariate F tests.

If the sphericity test is significant, the test suggests that the true covariance structure is not spherical. Therefore, you can use the multivariate or the adjusted univariate tests.

The univariate F statistic has an approximate F distribution even without sphericity, but the degrees of freedom for numerator and denominator are reduced by some fraction epsilon (ε). Box (1954), Greenhouse and Geisser (1959), and Huynh-Feldt (1976) offer techniques for estimating the epsilon degrees-of-freedom adjustment. Muller and Barton (1989) recommend the Greenhouse-Geisser version, based on a study of power.

The epsilon adjusted tests in the multivariate report are labeled G-G (Greenhouse-Geisser) or H-F (Huynh-Feldt). The epsilon adjustment is shown in the value column.

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