Election Rank Log Determinant voted 5 10.006 did not vote 5 9.945 Pooled within-groups 5 10.019 The ranks and natural logarithms of determinants printed are those of the group covariance matrices. This test is very sensitive to meeting also the assumption of multivariate normality. Discriminant function analysis is robust even when the homogeneity of variances assumption is not met, provided the data do not contain important outliers. Note that when n is large, as it is here, small deviations from homogeneity will be found significant, which is why Box's M must be interpreted in conjunction with inspection of the log determinants, above. Box's M 40.399 F Approx.
Tests null hypothesis of equal population covariance matrices.
The table below shows the eigenvalues. The larger the eigenvalue, the more of the variance in the dependent variable is explained by that function. Since the dependent in this example has only two categories, there is only one discriminant function. However, if there were more categories, we would have multiple discriminant functions and this table would list them in descending order of importance. The second column lists the percent of variance explained by each function.