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A command to test the selected Discriminant for the significance of discrimination afforded by the remaining n–k eigenvectors after the acceptance of the first k eigenvectors.
The test statistic is:
| χ2 = –(degreesOfFreedom–(numberOfGroups+dimension)/2) ln Λ′, where |
| degreesOfFreedom = (dimension–k)(numberOfGroups–k–1), and, |
| Λ′ = Πj=k+1..numberOfEigenvalues 1 / (1 + eigenvalue[j]) |
© djmw 19981102