[R] evaluation of discriminant functions+multivariate homoscedasticity

Janke ten Holt j.c.ten.holt at student.rug.nl
Tue Jan 20 13:28:36 CET 2004


I am switching from SPSS-Windows to R-Linux. My university is very 
SPSS-oriented so maybe that's the cause of my problems. I am a beginner 
in R and my assignments are SPSS-oriented, so I hope I don't annoy 
anyone with my questions...

Right now I've got 2 problems:
-I have to evaluate discriminant functions I have calculated with 
lda(MASS). I can't find a measure that evaluates their significance 
(Wilk's lambda in my textbook (Stevens,(2002),"Applied multivariate 
statistics for the social sciences")and in SPSS). Is there a Wilk's 
lambda for discriminant functions in R? or can I use an alternative 
measure? or am I thinking in the wrong direction? I have searched the 
help-archive to find similar questions to mine but no answer to them.

-My second problem: to check the assumption of multivariate 
homoscedasticity I have to test if the variance-covariance matrices for 
my variables are homogene. My textbook suggests Box's M test. I can't 
find this statistic in R. Again I have found similar questions in the 
help-archives, but no answers. Is there a way to calculate Box's M in R? 
Or is there an alternative way to check for multivariate homoscedasticity?

Any suggestion would be greatly appreciated!

Janke ten Holt

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