Wilks Lambda

Wilks Lambda is a statistical measure used to assess how well multiple variables can differentiate between groups. It evaluates whether the differences in data are significant enough to suggest that groups are genuinely distinct, rather than differences arising by chance. A lower Wilks Lambda value indicates that the variables do a good job in separating the groups, while a higher value suggests less discrimination. It's commonly used in multivariate analyses like discriminant analysis to determine if the variables collectively can classify groups effectively.