Bartlett's Test of Sphericity
On Jun 18, 2011, at 15:48 , Tal Galili wrote:
Hi Thibault, Not that I think you'll use this after the above responses, but for the record, have a look at: ?bartlett.test
That's the "other" Bartlett's test, namely the one for comparison of variances. That test is well known to rely on higher moments of the normal distribution.
Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com