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Chapter 440 Discriminant Analysis

NCSS Statistical Software 440-1 NCSS, LLC. All Rights Reserved. Chapter 440 Discriminant Analysis Introduction Discriminant Analysis finds a set of prediction equations based on independent variables that are used to classify individuals into groups. There are two possible objectives in a Discriminant Analysis : finding a predictive equation for classifying new individuals or interpreting the predictive equation to better understand the relationships that may exist among the variables. In many ways, Discriminant Analysis parallels multiple regression Analysis . The main difference between these two techniques is that regression Analysis deals with a continuous dependent variable, while Discriminant Analysis must have a discrete dependent variable. The methodology used to complete a Discriminant Analysis is similar to regression Analysis . You plot each independent variable versus the group variable. You often go through a variable selection phase to determine which independent variables are beneficial.

The overall covariance matrix, , is given by: T T = 1 N -1 S T The withingroup covariance matrix, - W, is given by: W = 1 N - K S W The amonggroup (or between- group) covariance matrix, - A, is given by: A = 1 K -1 S A The linear discriminant functions are defined as: k-1 LDF =W M k The standardized canonical coefficients are given by: v ij w ij

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