adjPF

Adjustment of the F statistic by Epsilon on Repeated Measures ANOVA.

You are now following this Submission

Sphericity is an assumption of repeated measure ANOVA. It means that the variance-covariance structure of the repeated measure ANOVA follows a certain pattern. Sphericity is, in a nutshell, that the variances of the differences between the repeated measurements should be about the same. Violations of the sphericity assumption lead to biased P-values. The alpha error of a test may be set at 5, but the test may be actually rejecting the null hypothesis 10 of the time. This raises doubts of the conclusions of the repeated measure ANOVA.
In repeated measure experiments the same subjects are tested multiple times under different conditions. It is a good idea to check if the responses made under some conditions are correlated more closely than responses made under other conditions.
Box (1954) showed that if the sphericity assumption is not met, then the F ratio is positively biased (we are rejecting felasely too often). According to Greenhouse and Geisser (1959), the extent to which the covariance matrix deviates from sphericity is reflected in a parameter called epsilon. Epsilon is then used to adjust for the potential bias in the F statistic.
To adjust for the positive bias it is suggested altering the degrees of freedom of the F-statistic. Both adjustements estimate epsilon and then multiply the numerator and denominator degrees of freedom by this estimate before determining significance levels for the F-tests. Significance levels associated with the adjusted tests are labeled adjP > F on the output.

Syntax: function adjPF(X,F)

Inputs:
X - Input matrix can be a data matrix (size n-data x k-treatments)
F - Observed (calculated) F statistic value

The adjustment of the F statistic can be by Epsilon menu for:
1) Greenhouse-Geisser
2) Huynh-Feldt
3) Box's conservative

Output:
p - adjusted P-value.

Cite As

Antonio Trujillo-Ortiz (2026). adjPF (https://www.mathworks.com/matlabcentral/fileexchange/12871-adjpf), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: Huynh-Feldt epsilon general procedure

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0

It was added to options menu the F-adjustement for the Box's conservative epsilon (it is reported its value). Also, P-value was modified as Prob > F.