Bartlett's Correction to Wilk's Lambda for MANOVA
(Redirected from Bartlett's Approximation to Wilk's Lambda)
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The test statistic tests for independence between a set of [math]\displaystyle{ k }[/math] numeric variables and a categorical variable containing [math]\displaystyle{ g }[/math] groups:
[math]\displaystyle{ \Lambda = \frac{| \textbf{W} |}{| \textbf{T} |} }[/math]
where
- [math]\displaystyle{ \textbf{W} }[/math] is the withinsum of squares and cross-products matrix (computed using the Calibrated Weight),
- [math]\displaystyle{ \textbf{T} }[/math] is the total sum of squares and cross-products matrix (computed using the Calibrated Weight), and
- [math]\displaystyle{ p \approx \Pr(\chi^2_{k(g-1)} \ge \Lambda) }[/math].