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What is epsilon in statistics?

Updated: 10/17/2022
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13y ago

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Epsilon is used with reference to sphericity. It is simply a value by which the degrees of freedom for the test of F ratio if multiplied.
When epsilon is equal to 1 sphericity is met (hence no adjustment). When it is less than 1 the assumption the the covariances and variances are violated. Greenhouse Geisser epsilon is the most common.

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Q: What is epsilon in statistics?
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