Discriminant diagnostics
- PMID: 9423250
Discriminant diagnostics
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.