Graphical Comparison of Covariance Matrices |
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Authors: | N. A. Campbell |
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Affiliation: | CSIRO Division of Mathematics and Statistics Wembley, Western Australia |
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Abstract: | Procedures for comparing within-group covariance matrices are developed, based on separate analyses of the variances and of the correlations. The variances and the correlations are represented as two two-way tables, with the columns representing groups. Graphical procedures based on comparisons of linear regressions are presented, by considering a multiplicative columns-regression model for the interaction of groups x variances and of groups x correlations. A multivariate comparison leads to the use of a generalized eigenanalysis to display any differences in covariance structure. |
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