[R] Still needing help with LDA

[ripley@stats.ox.ac.uk]

On Wed, 3 Apr 2002, Christoph Lange wrote:

> In the meantime I found out that it should be possible to compute
> wilks' lambda from the singular values that are returned by "lda". But
> since I'm only a biologist I got totally stuck in formulas I don't
> understand ...
>
> Can anybody help me to get equivalent outputs of wilks' lambda in R as
> in SPSS?

Perhaps you could explain to us exactly what SPSS does.  `Exactly' because
we've already seen that SPSS's equivalent of summary.manova does not do
what it says it does ....  But one possibility is that you just need to do
summary(manova(data ~ grouping), test="Wilks"), which will test if there
is a difference between the groups.  As in

data(iris)
X <- as.matrix(iris[-5])
summary(manova(X ~ iris$Species), test="Wilks")

Remember this assumes rather a lot: multivariate normality, common
covariances.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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