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

Raja P. Velu; Dean W. Wichern

doi:10.1080/00949658508810791

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

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	333-340
Number of pages	8
Journal	Journal of Statistical Computation and Simulation
Volume	20
Issue number	4
DOIs	https://doi.org/10.1080/00949658508810791
State	Published - Jan 1 1985
Externally published	Yes

ASJC Scopus subject areas

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

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10.1080/00949658508810791

Cite this

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abstract = "A new procedure for computing the familiar Wilks{\textquoteright} 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.",

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year = "1985",

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AB - 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.

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

Abstract

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