### Correlation and covariance matrices

Many statistical procedures such as the ANOVA family, covariates and multivariate tests rely on either covariance and/or correlation matrices. Statistical assumptions such as Levene’s test for homogeneity of variance, the Box’s M test for homogeneity of variance-covariance matrices, and the assumption of sphericity specifically address the properties of the variance-covariance matrix (also referred to as the covariance matrix, or dispersion matrix). The covariance matrix as shown below indicates the variance of the scores on the diagonal, and the covariance on the [READ MORE]