I want to test a model using discriminant function analysis. My question, as the title states, is very basic: What is a discriminant function? That is, how can I interpret the different discriminant functions?
I'll briefly explain this question. I have several continuous variables, and a categorical variable (with $N = 4$ groups) that I want to predict. Following a discriminant function analysis in SPSS, the output states $N-1$ discriminant functions, that is $3$ discriminant functions. My question is how I can interpret these functions, so that I can understand how my dependent variables predict the categorical variable.