Bartlett's Correction to Wilk's Lambda for MANOVA

From Q
Jump to navigation Jump to search

The test statistic tests for independence between a set of k numeric variables and a categorical variable containing g groups:

Λ=|W||T|

where

W is the withinsum of squares and cross-products matrix (computed using the Calibrated Weight),
T is the total sum of squares and cross-products matrix (computed using the Calibrated Weight), and
pPr(χk(g1)2Λ).

See also

Multivariate Tests