What is the formula used to compute the posterior probability for LDA in R ? I have a unbalanced class 97% to 3%. Does LDA is good in this case ?

  • $\begingroup$ Cross-posted on SO: stackoverflow.com/questions/33384174/… $\endgroup$ – user81847 Oct 28 '15 at 6:34
  • $\begingroup$ Search for linear discriminant analysis classification on this site, for formulas. As for highly unbalanced classes - yes it is not very good for classifications. Marginal skew affects power ("sensitivity") of almost every statistical analysis. $\endgroup$ – ttnphns Oct 28 '15 at 7:53
  • $\begingroup$ You got an answer in SO. Please delete this one. $\endgroup$ – user81847 Oct 28 '15 at 9:15

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.