Wilks function

Wilks Lambda Tests for Canonical Correlations

Tests the sequential hypotheses that the $i$th canonical correlation and all that follow it are zero, [REMOVE_ME]$\rho_i = \rho_{i+1} = \cdots = 0 [REMOVE_ME_2]$

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)

Returns

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

Description

Tests the sequential hypotheses that the $i$th canonical correlation and all that follow it are zero,

Details

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

Methods (by class)

• Wilks(cancor): "cancor" method.
• Wilks(candisc): print() method for "candisc" objects.

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)

References

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

See Also

cancor, ~~~

Author(s)

Michael Friendly