Dear List I am looking for a script that will calculate the Box M test to test the homogeneity of the variance/covariance matrix between two matrices. If anyone could send me the script I would appreciate it. I am aware of the scepticism about this test, where due to extreme sensitivity a p value of 0.01 is recommended. Despite this however Box's M test is the established method for identification of stable strategic time periods within the strategic management literature and I would like the opportunity to use this method within either R or S plus. Any help would be gratefully received. Kind regards Graham [[alternative HTML version deleted]]