Odporne testowanie równości macierzy kowariancji w kontekście porównywalności międzynarodowych badań
A Robust Procedure for Testing Equality of Covariance Matrices and the Assessment of Comparability of Cross-national Surveys

Summary/Abstract: The article proposes a robust procedure for testing equality of covariance matrices, which may be viewed as a supplement to the survey comparability testing framework introduced by Jöreskog in 1971. The M test, though overly sensitive to departures from multivariate normality and outliers, was used to test his hypothesis. The simulation study showed that the proposed method approximately controls the type I error rate under departures from normality and in the presence of outliers. The proposed method was also used to test the comparability of cross-national Polish-American survey results.

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