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Stepwise Procedures In Discriminant Analysis
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n2 = Sample size from population two (2)
F-distribution depends on the assumption of two or more normal populations, since Chi-square variable is defined in terms of a normal variable.
On the other hand, the t-variable is a ratio of a standardized normal variable to the square root of a Chi-square variable divided by its degrees of freedom.
3.1 WILK’S LAMBDA DISTRIBUTION
In statistics, Wilks’ Lambda distribution (named for Samuel S. Wilks), is a probability distribution used in multivariate hypothesis testing, especially
with regard to the likelihood-ratio test. It is a generalization of the F- distribution, and generalizes Hotelling’s T-square distribution in the same way that the F-distribution generalizes Student’s t-distribution (Mardia, K.V., J.T. Kent and J.M. Bibby, 1979).Wilks’ lambda distribution is related to two independent Wishart distributed variables, and is defined as follows.
Given
Wilks’ Λ transforms to an exact F-statistic when n and P take on the values 1, 2, that is, when n = 1, 2 or when p = 1, 2. When the transformed values of Λ exceed the upper ï¡-level percentage point of the exact F, Ho is rejected.
Values of P and n other than that above (i.e. n = 1,2 or P = 1,2), the appropriate F-statistics are obtained from,
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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---