Re: looking for test of equivalence of covariances


geraldmarschke@xxxxxxxxxxx wrote:
> I would like to test the equality of covariances (not covariance
> matrices) for two independent samples. The only tests I have found are
> for covariance matrices. Can anyone steer me in the right direction
> (offer references,software suggestions, etc)? Many thanks

How many variables do you have? The symmetric covariance matrix
will contain n*(n+1)/2 unique covariances.

Are you referring to each of these separately? Why?
If some pass the test and some don't, what can you conclude?

I'm sure that the entire matrix can pass the test when one or
more components cannot.

Hope this helps.

Greg

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