Wilks: Wilks Lambda Tests for Canonical Correlations

In friendly/candisc: Visualizing Generalized Canonical Discriminant and Canonical Correlation Analysis

Wilks Lambda Tests for Canonical Correlations

Description

Tests the sequential hypotheses that the ith canonical correlation and all that follow it are zero,

ρ_i = ρ_{i+1} = \cdots = 0

Usage

Wilks(object, ...)

## S3 method for class 'cancor'
Wilks(object, ...)
## S3 method for class 'candisc'
Wilks(object, ...)

Arguments

object	An object of class "cancor""} or \code{"candisc""
...	Other arguments passed to methods (not used)

Details

Wilks' Lambda values are calculated from the eigenvalues and converted to F statistics using Rao's approximation.

Value

A data.frame (of class "anova") containing the test statistics

Author(s)

Michael Friendly

References

Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979). Multivariate Analysis. London: Academic Press.

See Also

cancor, ~~~

Examples

data(Rohwer, package="heplots")
X <- as.matrix(Rohwer[,6:10])  # the PA tests
Y <- as.matrix(Rohwer[,3:5])   # the aptitude/ability variables

cc <- cancor(X, Y, set.names=c("PA", "Ability"))
Wilks(cc)

iris.mod <- lm(cbind(Petal.Length, Sepal.Length, Petal.Width, Sepal.Width) ~ Species, data=iris)
iris.can <- candisc(iris.mod, data=iris)
Wilks(iris.can)

friendly/candisc documentation built on March 23, 2022, 7:53 a.m.