Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a...

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Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information

Transcript of Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a...

Page 1: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Discriminant Analysis

Objective

Classify sample objects into two

or more groups on the basis of a

priori information

Page 2: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Discriminant Analysis

• Prediction of group membership is done

using one or more predictor variables and

one criterion variable.

• The criterion variable is categorical

Page 3: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Two variables of interest

Page 4: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.
Page 5: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.
Page 6: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

• A multivariate analysis must first show a

significant difference between the groups

• The Wilks Lambda statistic

Page 7: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Example

• Distinguish between tropical and temperate

countries

Variables: calories, urban pop, pop, GDP

• D = a * calories + b * urban +

c * population + d * GDP

Page 8: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Assumptions

– The predictor variables follow a multivariate normal distribution

– Covariance matrices of different groups are homogeneous

Page 9: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Cluster Analysis

• Cluster Analysis is used to identify groups

• Given a large sample with multivariate data, identify a subset of the sample which is homogeneous

Page 10: Discriminant Analysis Objective Classify sample objects into two or more groups on the basis of a priori information.

Distinguishing between groups

• Cluster Analysis

• Discriminant Analysis

• Neural Networks


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Priori Knowledge

Priori Knowledge

Discriminant Analysis

Discriminant Analysis