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The writers of "Malcolm In The Middle" blatantly go out of their way to avoid assigning a last name to the family, particularly in scenes showing homework assignments where the first name is shown written in the name blank, but the last name is offscreen. Another tell-tale sign is Commandant Spangler continually referring to Francis by his first name rather than "Cadet Wilkerson" (or whatever their last name turns out to be), which would be proper military protocol.
As for the Wilkerson theory, as promulgated by several websites, I may know how that originated. I was watching my copy of the pilot episode a few days back, and in the scene where Francis is talking to Lois over the phone, his uniform's nameplate does have--you guessed it--"Wilkerson" embossed upon it. To my knowledge, that is the only screen reference to the name, and it doesn't even call attention to itself. I would suggest that since it was the pilot episode, and the characters and situations hadn't had a chance to coalesce into the MITM dynamic we all know and love now, it was just a throwaway idea that was never repeated once they realized it would be more fun to leave the family without a confirmed last name.
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