Wilks' Lambda

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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