Mauchly's Test of Sphericity

Figure 1. Mauchly's test of sphericity
Mauchly's test of sphericity

The assumption for the univariate approach is that the variance-covariance matrix of the dependent variable should be circular, or spherical, in form. Mauchly's test verifies this by testing the null hypothesis that the error covariance matrix of the orthonormalized transformed dependent variables is proportional to an identity matrix. When the significance value is less than 0.05, as in this case, the assumption for the univariate tests does not hold. Fortunately, the degrees of freedom of the univariate tests can be adjusted to account for violation of the assumption. The adjustment value, called epsilon, is needed for multiplying the numerator and denominator degrees of freedom in the F test. There are three possible values of epsilon, based on three different criteria.

  • The Greenhouse-Geisser epsilon can be conservative, especially for small sample sizes.
  • The Huynh-Feldt epsilon is an alternative that is not as conservative as the Greenhouse-Geisser epsilon; however, it may have a value greater than 1. When its calculated value is greater than 1, the Huynh-Feldt epsilon used is 1.000.
  • The lower-bound epsilon takes the reciprocal of the degrees of freedom for the within-subjects factor. This is the most conservative approach.

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