bartlett-sphericity-test.R

# Source: https://minato.sip21c.org/swtips/factor-in-R.pdf

bartlett.sphericity.test <- function(x) {
    method <- "Bartlett’s test of sphericity"
    
    data.name <- deparse(substitute(x))
    
    x <- subset(x, complete.cases(x)) # Omit missing values
    n <- nrow(x)
    p <- ncol(x)
    
    chisq <- (1-n+(2*p+5)/6)*log(det(cor(x)))
    df <- p*(p-1)/2
    p.value <- pchisq(chisq, df, lower.tail=FALSE)
    
    names(chisq) <- "X-squared"
    names(df) <- "df"
    return(
        structure(
            list(
                statistic = chisq,
                parameter = df,
                p.value = p.value,
                method = method,
                data.name = data.name
            ),
            class = "htest"
        )
    )
}