GLM Y1 Y2 Y3 BY A B
/PRINT = HOMOGENEITY RSSCP
/DESIGN.
• Since there are three dependent variables, this is a multivariate model.
• The keyword RSSCP produces three matrices of sums of squares and cross-products of
residuals. The output also contains the result of Bartlett’s test of the sphericity of the
residual covariance matrix.
• In addition to the Levene test for each dependent variable, the keyword HOMOGENEITY
produces the result of Box’s M test of homogeneity in the multivariate model.