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881Re: GEOSTATS: Discriminant Analysis

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  • Federico Spinazzi
    Jun 21, 1998
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      On Sat, 20 Jun 1998, Palapa wrote:

      > If I want to discriminate between two groups ( A and B). Each group has
      > two variable X and Y ( those variables has different unit ).Between A
      > and B has different mean value of X and Y. If I standardize the
      > variables, each group will contain zero mean of variable X and Y. So
      > the difference matrix A and B is Zero.
      > "Do we have to standardize the variables before applying
      > discriminant analysis ?"
      >
      > =palapa=
      >
      As far as I know (AFAIK): Malahanobis distance, used in the
      classification/discrimination algorithm, take care of standardization.
      Moreover, why standardize by group ? If you do such a thing, you can only
      guess that the two correlation matrix will differ, else you'll get not
      any difference between the two groups, but discriminant analysis won't
      help in such case.

      Recall that the assumption here is that the two covariance/correlation
      matrixes (spelled right ?) are equal, else you should use quadratic
      discriminant analysis or, to get better results, regularized discriminant
      analysis.

      To summarize: don't standardize.

      A quite good and free software (MAC and Win95/NT) for Linear Discriminat
      Analysis and much more (no cross-validation):

      point to

      http://pbil.univ-lyon1.fr/

      and go to
      http://pbil.univ-lyon1.fr/ADE-4/ADE-4.html


      hope that help

      federico spinazzi
      federico@...

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