|
Get the probability that for the selected CCA object the chosen canonical correlation coefficient is different from zero.
Wilks' statistic: the probability that coefficient ρindex differs from zero is
probability = chiSquareQ (χ2, ndf), |
where the number of degrees of freedom parameter equals
ndf = (ny - index +1)(nx - index +1) |
and the chi-squared parameter is
χ2 = –(numberOfObservations - (ny + nx +3)/2) log (Λindex), |
In the formulas above the variables ny and nx are the dimensions of the dependent and the independent data sets whose canonical correlations have been obtained, and Wilks' lambda is:
Λindex = Πi=index..min(ny,nx) (1 – ρi2) |
© djmw 20040407