-
Stepwise Procedures In Discriminant Analysis
-
-
-
5 is called the mahalanobis (squared) distance for known parameters.
For unknown parameters, the Mahalanobis (squared) distance is obtained by
estimating p1, p2 and S by X1, X2 and S, respectively.
Following the same technique the Mahalanobis (Squared) distance,
D , for the unknown parameters is D2 = (X- X)+S-1 (X1- X2) .
The distribution of D can be used to test if there are significant differences between the two groups.
2.4 WELCH’S CRITERION
Welch (1939) suggested that minimizing the total probability of misclassification would be a sensible idea.
The discriminant function to be calculated from the observed measurements is the ratio of the probability laws. The criterion level to which the discriminant function is to be referred depends on the prior probabilities.
Von Mises (1945) suggested minimizing the maximum probability of misclassification in the two groups.
2.4.2 UNEQUAL COST OF MISCLASSIFICATION CRITERION
Since different types of misclassification have different costs, various authors have advocated minimizing the total cost of misclassification.
Let the cost of misclassifying a member of population i, A i = Ci , and the cost of misclassifying a member of population 2, A2 = C2 .
Then we wish to find two regions Ri and R2 to minimize
-
-
-
ABSRACT - [ Total Page(s): 1 ]
Abstract
Several multivariate measurements require variables
selection and ordering. Stepwise procedures ensure a step by step method
through which these variables are selected and ordered usually for
discrimination and classification purposes. Stepwise procedures in discriminant
analysis show that only important variables are selected, while redundant
variables (variables that contribute less in the presence of other variables) are
discarded. The use of stepwise procedures ... Continue reading---
-
ABSRACT - [ Total Page(s): 1 ]
Abstract
Several multivariate measurements require variables
selection and ordering. Stepwise procedures ensure a step by step method
through which these variables are selected and ordered usually for
discrimination and classification purposes. Stepwise procedures in discriminant
analysis show that only important variables are selected, while redundant
variables (variables that contribute less in the presence of other variables) are
discarded. The use of stepwise procedures ... Continue reading---