Lambda Prime
Lambda is defined
as the geometric sum of 1 minus the squared canonical
correlation, where lambda
is Wilks' lambda. The squared
canonical correlation is an estimate of the common variance between two
canonical variates, thus 1 minus this value is an estimate of the unexplained
variance. Lambda is used as a
test of significance for the squared canonical correlation and is distributed
as Chi-square (see below).
c2 = [-N - 1 - {.5(p+q+1)}]
* logel
where
|
N |
is the number of subjects |
|
p |
is the number of variables on the right |
|
q |
is the number of variables on the left |