Discriminant Analysis - Statpower

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with, for example, ′ −1 b′ = x S (16) 1 1 and a xS ′ x bx ′ (17) 1 −1 1 1 =− 2 1 1 =−2 1 1 Equations (14)–(17) yield the “Fisher discriminant function” weights and constant printed by SPSS, except for one additional element. If the groups have a different prior likelihood of occurrence, the
above function values will lead to a substantial amount of classification error. This can be corrected by incorporating the probabilities p j of being in group j by using the following formula * j j j a = a + ln( p ) (18) This constant is used along with ′ −1 b′ = x S (19) j j to generate the scores for group j.
Page 1 and 2: Discriminant Analysis In discrimina
Page 3 and 4: Linear Discriminant Function - Two
Page 5 and 6: The linear discriminant function wa
Page 7 and 8: ( ) βˆ = cA −1 x −x (3) 1 2 w
Page 9 and 10: Recall that group 1 is associated w
Page 11 and 12: so ˆβ in Equation (9) can be repl
Page 13: Of course, we could generate a diff
Page 17 and 18: Example. Morrison (1990, page 143)
Page 19 and 20: In this case, −1 S is given by
Page 21 and 22: Note that variables x 1 and x 3 do
Page 23 and 24: But first, let’s perform the anal
Page 25 and 26: Now, if we drop the two non-contrib

Discriminant Analysis - Statpower

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