I am performing an LDA with very unequal sample size (ratio 1:10) among 3 groups. The results surprise me, as I was expected from a series of boxplot that some variables that explain much of the between group variance to show up on at least one of the first two axes but they don't. This yield me to the question:
Should unequal sample size be taken into account when performing Linear Discrimant Analysis?
If it matters, I am using the
lda function from the
MASSpackage in R with all the default parameters.