A Note On Computing Wilks' Lambda For The Multivariate General Linear Test

Raja P. Velu, Dean W. Wichern

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Pages (from-to)333-340
Number of pages8
JournalJournal of Statistical Computation and Simulation
Volume20
Issue number4
DOIs
StatePublished - Jan 1 1985
Externally publishedYes

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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