I have a result of stepwise discriminate (SDA) run by IBM SPSS statistics 20 tool. In this result shows wilks lambda 0.10, 0.09, 0.08, 0.07, 0.06, 0.05, 0.04, 0.3, 0.02 and 0.01. which is the best result among 0.10 to 0.01 and How? give me good reference.
Wilks Lambda is the proportion of total variance in the Discriminant Scores that is not explained by the difference between groups . It is equal to 1-RSQ, i.e. is equal to ( 1 - (canonical Correlation)^2 ) and you better test the significance of this Wilks Lambda which depends on many things such as strength of association and sample size etc...on sample size
Thank you for your nice answer Dr.Abdulrazzak Charbaji sir,
please give me any reference regarding Wilks Lambda
Kindly please check Discriminant Function in:
Applied Econometrics Using Eviews, SPSS And Excel With Applications In Arab Countries
by Ph.D Abdulrazzak Charbaji
http://www.amazon.com/s?ie=UTF8&page=1&rh=n%3A283155%2Cp_27%3AAbdulrazzak%20Charbaji%20Ph%20D
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