/*Example 13.5.1  Equicorrelation Test */
proc iml;
s={294.74 -0.6 -32.57, -0.6 0.0013 0.073, -32.57 0.073 4.23};
Ds=sqrt(diag(s));
R=inv(Ds)*s*inv(Ds);
n=76; p=3; f=n-1; g=(p+1)*(p-2)/2;
Rb=0;
do i=1 to p;
do j=i+1 to p;
Rb=Rb+R[i,j];
end;
end;
Rb=Rb*2/(p*(p-1));
sum1=0; sum2=0;
do i=1 to p;
do j=i+1 to p;
sum1=sum1+(R[i,j]-Rb)**2;
sum2=sum2+(J(1,p,1/(p-1))*R[,i]-1/(p-1) -Rb)**2;
end;
end;
lamb=1-Rb;
mub=(p-1)**2*(1-lamb**2)/(p-(p-2)*lamb**2);
Q=f/lamb**2*(sum1-mub*sum2);
chi=cinv(1-0.05,g);
print  R, Rb mub lamb, Q chi;
if Q>chi then print "Q > CHI: reject";
         else print "Q < CHI: accept";
quit;
                      R
                      1    -0.969304    -0.922419
              -0.969304            1    0.9844213
              -0.922419    0.9844213            1

                     Rb          mub         lamb
              -0.302434     -2.13654    1.3024338
                        Q           chi
                197.16589     5.9914645
                      Q > CHI: reject