[R] evaluation of discriminant functions+multivariate homosce dasticity

[Marc R. Feldesman]

At 07:58 AM 1/21/2004, Dave Andrae wrote:
 >I seem to remember, from a course in which I used SPSS for LDA, that
 >Box's M is an ultra-sensitive test as well and that in almost all
 >practical applications it's not useful, so Prof. Ripley's comments
 >apply to that test, too.

Professor Ripley is quite right about Box's M.  I wrote a crude S-Plus 
script for this years ago to see if I could find a real (i.e. not 
simulated) data set for which Box's M would give a non-significant 
result.  Using data from my field (primate and human functional anatomy), I 
found no instance where my data weren't "non-normal" by Box's 
criterion.  And in many of those instances, lda worked "perfectly" anyway 
(i.e. 95 - 100% of cases correctly classified).

As far as I'm concerned, Box's M is of no use in anything I do.  At the 
same time, if you want the crude script (not guaranteed to work in R since 
I haven't bothered to test it), I'll send it to you b/c.  In my opinion, it 
isn't worth the effort to clean it up or to test it under R.