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Wilks' lambda is a measure of how well each function
separates cases into groups. It is equal to the
proportion of the total variance in the discriminant scores not
explained by differences among the groups.
Smaller values of Wilks' lambda indicate greater
discriminatory ability of the function.
The associated chi-square statistic tests the hypothesis that the means of
the functions listed are equal across groups. The small significance
value indicates that the discriminant function does better than chance
at separating the groups.
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Wilks' Lambda |