discriminant analysis example

discriminant analysis example - Equal Priors + NonPar...

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Unformatted text preview: Equal Priors + NonPar Linear 05:09 Sunday, April 12, 2009 1 Equal Priors + NonPar Linear 05:09 Sunday, April 12, 2009 2 Equal Priors + NonPar Linear 05:09 Sunday, April 12, 2009 3 Equal Priors + Normal Linear The DISCRIM Procedure 05:09 Sunday, April 12, 2009 4 Total Sample Size 35 DF Total 34 Variables 3 DF Within Classes 32 Classes 3 DF Between Classes 2 Number of Observations Read 35 Number of Observations Used 35 Class Level Information location Variable Name Frequency Weight Proportion Prior Probability LA LA 9 9.0000 0.257143 0.333333 MP MP 13 13.0000 0.371429 0.333333 PA PA 13 13.0000 0.371429 0.333333 Equal Priors + Normal Linear The DISCRIM Procedure Within-Class Covariance Matrices 05:09 Sunday, April 12, 2009 5 location = LA, DF = 8 Variable price bedrms sqftage price 22954.02778 60.02778-39.25000 bedrms 60.02778 0.52778-0.70000 sqftage -39.25000-0.70000 9.42000 location = MP, DF = 12 Variable price bedrms sqftage price 7865.256410 35.391026 30.207692 bedrms 35.391026 0.602564-0.030769 sqftage 30.207692-0.030769 2.484231 location = PA, DF = 12 Variable price bedrms sqftage price 18361.58974 69.44872 211.22115 bedrms 69.44872 0.57692 0.02244 sqftage 211.22115 0.02244 7.94564 Equal Priors + Normal Linear The DISCRIM Procedure 05:09 Sunday, April 12, 2009 6 Pooled Within-Class Covariance Matrix, DF = 32 Variable price bedrms sqftage price 15573.57425 54.32185 80.72332 bedrms 54.32185 0.57425-0.17813 sqftage 80.72332-0.17813 6.26620 Within Covariance Matrix Information location Covariance Matrix Rank Natural Log of the Determinant of the Covariance Matrix LA 3 11.17625 MP 3 8.99205 PA 3 9.94064 Pooled 3 10.36567 Equal Priors + Normal Linear The DISCRIM Procedure Test of Homogeneity of Within Covariance Matrices 05:09 Sunday, April 12, 2009 7 Chi-Square DF Pr > ChiSq 12.969195 12 0.3713 Since the Chi-Square value is not significant at the 0.1 level, a pooled covariance matrix will be used in the discriminant function. Reference: Morrison, D.F. (1976) Multivariate Statistical Methods p252. Equal Priors + Normal Linear The DISCRIM Procedure 05:09 Sunday, April 12, 2009 8 Generalized Squared Distance to location From location LA MP PA LA 5.34300 4.93459 MP 5.34300 0.77384 PA 4.93459 0.77384 Linear Discriminant Function for location Variable LA MP PA Constant-25.95579-15.50459-13.30292 price 0.00343-0.0007554 0.00424 bedrms 6.53001 6.49934 5.09209 sqftage 2.13629 1.28949 1.29811 Equal Priors + Normal Linear The DISCRIM Procedure Classification Results for Calibration Data: WORK.REAL_ESTATE Resubstitution Results using Linear Discriminant Function 05:09 Sunday, April 12, 2009 9 Posterior Probability of Membership in location Obs From location Classified into location LA MP PA 1 PA MP * 0.0615 0.7793 0.1593 2 PA PA 0.0027 0.4654 0.5319 3 PA PA 0.0176 0.1831 0.7993 4 PA MP * 0.0296 0.4895 0.4809 5 PA MP * 0.0096 0.5393 0.4511 6 PA PA 0.0064 0.2329 0.7607 7 PA MP * 0.0056 0.5071 0.4873 8 PA PA 0.3229 0.1747 0.5024 9 PA PA 0.0462 0.3793 0.5745 10 PA...
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This note was uploaded on 07/22/2011 for the course STA 4702 taught by Professor Staff during the Spring '08 term at University of Florida.

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discriminant analysis example - Equal Priors + NonPar...

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