- file stat 97comsym.html ->
Compound symmetry / sphericity
Here is a brief discussion of compound symmetry and
sphericity assumptions (Cross) in repeated measures.
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Compound symmetry
=======================David Cross, 25 Jan 1997==========sse
Message-ID:
From: David Cross
Subject: RE: Compound Symmetry
" In repeated measures designs, I've come across 2 assumptions:
compound symmetry and sphericity. Are they different terms for
the same assumption?"
The best explanation I have seen of the assumptions surrounding the
univariate approach to repeated measures is to be found in Maxwell &
Delaney (1990) Designing experiments and analyzing data: A model
comparison perspective. I will give you the gist of their discussion,
but you will probably want to refer to their text (pp. 471-474). First,
in addition to the usual assumptions of the between subjects design (i.e.
normality, indepedence, homogeneity of variance), the within subjects
design requires homogeneity of treatment difference variances. (One can
create a new set of variables, composed of all possible pairwise
differences, and the variances of these differences must all be equal in
the population.) Second, it can be shown that this assumption is
equivalent to the sphericity assumption. Third, the compound symmetry
assumption is a special case of the sphericity assumption (i.e. if
compound symmetry is satisfied, then sphericity is satisfied). Compound
symmetry requires of the original repeated measures that (a) all the
variances be equal in the population, and (b) all the covariances be
equal in the population.
Hope this helps,
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