Multivariate Tests. Mauchly's Test of Sphericity
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1 General Model Within-Sujects Factors Dependent Variale IDLS IDLF IDHS IDHF IDHCLS IDHCLF Descriptive Statistics IDLS IDLF IDHS IDHF IDHCLS IDHCLF Mean Std. Deviation N Multivariate Tests Effect Pillai's Trace Wilks' Lamda Hotelling's Trace Roy's Largest Root Value F Hypothesis df Error df Sig. a. Cannot produce multivariate test statistics ecause of insufficient residual degrees of freedom.. Within Sujects Design: Mauchly's Test of Sphericity Within Sujects Effect Approx. Mauchly's W Chi-Square df Sig Tests the null hypothesis that the error covariance matrix of the orthonormalized transformed dependent variales is Page
2 Mauchly's Test of Sphericity Epsilon a Within Sujects Effect Greenhouse- Geisser Tests the null hypothesis that the error covariance matrix of the orthonormalized transformed dependent variales is a. May e used to adjust the degrees of freedom for the averaged tests of significance. Corrected tests are displayed in the Tests of Within-Sujects Effects tale.. Within Sujects Design: Tests of Within-Sujects Effects Error() of Squares df Mean Square.9E E-0.9E-0.9.0E-0.9E E-0.9E E E E E Page
3 Tests of Within-Sujects Effects Error() F Sig Tests of Within-Sujects Contrasts Error() Cuic Order Order Cuic Order Order.E-0.E E-0.80E E-0.7E E-0.77E E-0.08E E-0.7E-0.8E-0 9.9E-0 9.0E-0.0E E-0.79E-0.E-0.E-0 Transformed Variale: Average Intercept Error Tests of Between-Sujects Effects Estimated Marginal Means Page
4 9% Confidence Interval Mean Std. Error Lower Bound Upper Bound E E E E E-0. General Model Within-Sujects Factors Dependent Variale LS LF HS HF HCLS HCLF Descriptive Statistics LS LF HS HF HCLS HCLF Mean Std. Deviation N E Multivariate Tests Effect Pillai's Trace Wilks' Lamda Hotelling's Trace Roy's Largest Root Value F Hypothesis df Error df Sig. a. Cannot produce multivariate test statistics ecause of insufficient residual degrees of freedom.. Within Sujects Design: Page
5 Mauchly's Test of Sphericity Within Sujects Effect Approx. Mauchly's W Chi-Square df Sig Tests the null hypothesis that the error covariance matrix of the orthonormalized transformed dependent variales is Mauchly's Test of Sphericity Epsilon a Within Sujects Effect Greenhouse- Geisser Tests the null hypothesis that the error covariance matrix of the orthonormalized transformed dependent variales is a. May e used to adjust the degrees of freedom for the averaged tests of significance. Corrected tests are displayed in the Tests of Within-Sujects Effects tale.. Within Sujects Design: Tests of Within-Sujects Effects Error()..7E E E E E E E-0 Page
6 Tests of Within-Sujects Contrasts Error() Cuic Order Order Cuic Order Order.E-0.E E-0.8E E-0.97E E-0.7E E-0 7.8E E-0.8E-0 7.E-0.7E E-0.9E-0.9E-0.00E-0.E-0.7E-0 Transformed Variale: Average Intercept Error Tests of Between-Sujects Effects E-0 Estimated Marginal Means 9% Confidence Interval Mean Std. Error Lower Bound Upper Bound Page
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