title: A Note On Specifying Parameter Values For Testing Covariance Matrix Hypotheses.
abstract: Eiting and Mellenbergh (1980) used Monte Carlo studies to investigate the power in testing covariance matrix hypotheses. Although their reasoning for specifying the common variance in the Monte Carlo study may have been incorrect, the results of a second Monte Carlo study appear to be realistic. It is recommended that simulations be based on empirical estimates of parameter values.
authors.forename: M E
authors.initials: ME
authors.lastname: Eiting
authors.forename: G J
authors.initials: GJ
authors.lastname: Mellenbergh