[R] How to compute Wilk's Lambda

Dietrich Trenkler Dietrich.Trenkler at uni-osnabrueck.de
Tue Jun 19 18:51:46 CEST 2007


Dear helpeRs,

the following data set comes from Johnson/Wichern: Applied Multivariate
Statistical Analysis, 6th ed, pp. 304-306.

/X <- structure(c(9, 6, 9, 3, 2, 7), .Dim = as.integer(c(3, 2)))
Y <- structure(c(0, 2, 4, 0), .Dim = as.integer(c(2, 2)))
Z <- structure(c(3, 1, 2, 8, 9, 7), .Dim = as.integer(c(3, 2)))/

I would like to compute Wilk's Lambda in R, which I know is 0.0385. How
can I do that? I tried

/U <- rbind(X,Y,Z)
m <- manova(U~rep(1:3, c(3, 2, 3)))
summary(m,test="Wilks")/

which gives


/                     Df  Wilks approx F num Df den Df  Pr(>F)
rep(1:3, c(3, 2, 3))  1  0.162   12.930      2      5 0.01057 *
Residuals             6
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1/


I suppose the argument rep(1:3, c(3, 2, 3)) in manova() is not appropriate.

Any help is very much appreciated.

Dietrich                   

-- 
Dietrich Trenkler c/o Universitaet Osnabrueck 
Rolandstr. 8; D-49069 Osnabrueck, Germany    
email: Dietrich.Trenkler at Uni-Osnabrueck.de



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