A new procedure for computing the familiar Wilks’ lambda test statistic for testing hypotheses about parameters in the full-rank multivariate regression model is described. Our procedure has the advantage of requiring only one set of computations and possibly one computer run of a standard canonical correlation analysis software package. The new procedure is illustrated with a small data set and the BMDP6M program.
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Statistics, Probability and Uncertainty
- Applied Mathematics