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Published on: June 3, 2013
Parameter Sensitivity for Discriminant Analysis
Abstract:
The shape of the response surface associated with a discriminant analysis provides useful insight into the value of the derived optimal discriminant variates. If, for a given set of data, the surface is very peaked at the solution point for a specific variate, the variate is relatively unique in fitting the data. If, conversely, the surface is very flat, the associated optimal variate is not unique for practical purposes, with many other linear combinations providing a fit which is nearly as good as the optimal. A procedure for the determination of "indifference regions", presented and illustrated in this article, allows the assessment of the degree of flatness of the response surface for any analysis. Moreover, when the surface is found to be relatively flat, the results from this procedure can be used to identify alternate variates which are preferable to the optimal because of theoretical consistency while still providing an acceptable empirical fit.
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