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, November 2, 1998