Discriminant function analysis: Difference between revisions

Revision as of 21:23, 21 November 2014

Revision as of 19:24, 23 October 2015

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*[[Multivariate normal distribution|Multivariate normality]]: Independent variables are normal for each level of the grouping variable.<ref name="green"/><ref name="buy"/>

*Homogeneity of variance/covariance ([[homoscedasticity]]): Variances among group variables are the same across levels of predictors. Can be tested with [[Box's M]] statistic.<ref name="green"/>{{page needed|date=April 2012}} It has been suggested, however, that [[linear discriminant analysis]] be used when covariances are equal, and that [[quadratic classifier#Quadratic discriminant analysis|quadratic discriminant analysis]] may be used when covariances are not equal.<ref name="buy"/>

*[[Multicollinearity]]: Predictive power can decrease with an increased correlation between predictor variables.<ref name="buy"/>