cortest.bartlett {psych}R Documentation

Bartlett's test that a correlation matrix is an identity matrix

Description

Bartlett (1951) proposed that -ln(det(R)*(N-1 - (2p+5)/6) was distributed as chi square if R were an identity matrix. A useful test that residuals correlations are all zero.

Usage

cortest.bartlett(R, n = NULL)

Arguments

R

A correlation matrix. (If R is not square, correlations are found and a warning is issued.

n

Sample size (if not specified, 100 is assumed.

Details

More useful for pedagogical purposes than actual applications. The Bartlett test is asymptotically chi square distributed.

Value

chisq

Assymptotically chisquare

p.value

Of chi square

df

The degrees of freedom

Author(s)

William Revelle

References

Bartlett, M. S., (1951), The Effect of Standardization on a chi square Approximation in Factor Analysis, Biometrika, 38, 337-344.

See Also

cortest.mat, cortest.normal, cortest.jennrich

Examples

set.seed(42)   
x <- matrix(rnorm(1000),ncol=10)
r <- cor(x)
cortest.bartlett(r)      #random data don't differ from an identity matrix
data(bfi)
cortest.bartlett(bfi)    #not an identity matrix

[Package psych version 1.4.5 Index]
Part of the Personality Project      Take our Personality Test