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Box's M tests the assumption of equality of
covariances across groups.
Log determinants are a measure of the variability of the
groups. Larger log determinants correspond to more variable
groups. Large differences in log determinants indicate
groups that have different covariance matrices.
Since Box's M is significant, you should request
separate matrices
to see if it gives radically different classification results.
See the section on specifying separate-groups covariance matrices
for more information.
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Checking Homogeneity of Covariance Matrices |