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Diagnostics in Linear Discriminant Analysis

 

作者: WingK. Fung,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1995)
卷期: Volume 90, issue 431  

页码: 952-956

 

ISSN:0162-1459

 

年代: 1995

 

DOI:10.1080/01621459.1995.10476595

 

出版商: Taylor & Francis Group

 

关键词: Asymptotic distributions;Influential observations;Q-Q plots;Regression diagnostics;Significance tests

 

数据来源: Taylor

 

摘要:

Some new diagnostic measures in discriminant analysis are proposed. They can be expressed in terms of the two fundamental influence statistics in discriminant analysis:di2and ψi. A theorem on the asymptotic distributions of the fundamental statistics is derived. Based on the theorem, the proposed measures can be shown to be asymptotically distributed as functions of independent chi-squared and standard normal random variables. Critical values and expected quantiles of the measures can then be constructed. Hence influential observations are detected using Q-Q plots and significance tests. Two measures have analogous forms in regression. The theorem is also useful for getting the asymptotic distributions of existing measures that are functions ofdi2and ψi. A comparison of the diagnostics in linear discriminant analysis, linear regression, and linear logistic regression (discriminant) analysis is made. Although discriminant coefficients can be determined under a regression model, regression diagnostic measures are shown to be inappropriate for detecting influential observations in linear discriminant analysis. The temptation of applying regression diagnostic measures in linear discriminant analysis must be resisted.

 

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