Discriminant diagnostics
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Published on: June 26, 2013
1FDA/CBER/OELPS/DBE, Rockville, Maryland 20852, USA.
Abstract:
I discuss diagnostic methods for discriminant analysis. The equivalence with linear regression is noted and regression diagnostics are considered. The leverage is a function of the linear discriminant function and the Mahalanobis distance of the observation from the group mean. The distribution of this distance is approximately chi-square with degrees of freedom equal to the number of variables. Standard tests may be used to examine the normality assumption. Some examples are given.
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