The results of Box's M test from a discriminant analysis indicate that the assumption of the equality of covariance matrices is not supported. I understand that quadratic discriminant analysis does not require this assumption. Can I perform a quadratic discriminant analysis in SPSS?
Resolving the problem
Quadratic discriminant analysis is not available using SPSS. However, you can choose to classify cases based upon separate covariance matrices (as opposed to the default use of the pooled covariance matrix). Using separate covariance matrices is one way to get around the problem of inequality of covariance matrices. When the number of predictors does not exceed the number of groups minus 1, the results of classifying cases using separate covariance matrices are identical to the results from quadratic discriminant analysis.