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RE: st: RE: discrim command


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: discrim command
Date   Mon, 10 May 2004 20:17:25 +0100

I guess I'd worry about the effects 
of multivariate normality if I knew I had it. 

Nick 
[email protected] 

SR Millis
 
> Discriminant function analysis may perform better than
> logistic regression in the presence of multivariate
> normality and homogeneity of covariance matrices.

> --- Nick Cox <[email protected]> wrote:
> > It would be interesting to know
> > under which circumstances this would
> > happen. Experts?
> >
> > Nick
> > [email protected]
> >
> > Ricardo Ovaldia
> > >
> > > I originally used -logistic- to generate a
> > > "discriminant" function and that worked well (70%
> > > correct classification). However, I wanted to see
> > if I
> > > could do better with a traditional MUV
> > discriminant
> > > procedure.
> >
> > > --- Nick Cox <[email protected]> wrote:
> > > > Perhaps you can re-formulate your problem
> > > > as a logit regression problem. Numerous
> > > > papers in the literature over 30 years
> > > > or so have argued that a logit framework
> > > > often works as well or better than discriminant
> > > > analysis.

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