Lambda, often called Wilks’ lambda, is a statistic used most often in multivariate analysis of variance, or MANOVA (e.g., discriminant analysis or canonical correlation). The comparison is to univariate analysis of variance, or ANOVA, where there is only one dependent variable. Essentially, the function of Wilks’ lambda is to serve as an omnibus test much in the same manner that the F test is used to examine the significance of any effect in univariate analysis. A second use involves the generation of a multidimensional vector or equation used to generate a means of predicting classification of individual elements. A final use of lambda involves the consideration of multiple dependent variables where correlation exists between the dependent variables and the desire is to take ...
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