© 1976 by Biometrika Trust
On Wilk's multivariate generalization of the correlation ratio
Department of Mathematical Statistics, University of Cape Town
Wilks's (1932) generalization of the correlation ratio |IL|, has been proposed as an alternative test statistic to |L|, Wilks's likelihood ratio criterion for multivariate analysis of variance. In this paper the method of convolutions is used to derive exact central percentiles and noncentral linear percentiles and powers of |IL|. The suitability of this statistic is discussed, and it is shown by exact power comparisons to be inferior to |L|. Selected tables are included.
Key Words: Exact percentile Generalization of correlation ratio Method of convolution Non-central linear distribution Power comparison Wilks's statistic