cortest.bartlett {psych} | R Documentation |
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.
cortest.bartlett(R, n = NULL)
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. |
More useful for pedagogical purposes than actual applications. The Bartlett test is asymptotically chi square distributed.
chisq |
Assymptotically chisquare |
p.value |
Of chi square |
df |
The degrees of freedom |
William Revelle
Bartlett, M. S., (1951), The Effect of Standardization on a chi square Approximation in Factor Analysis, Biometrika, 38, 337-344.
cortest.mat
, cortest.normal
, cortest.jennrich
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