Linked Questions
14 questions linked to/from How is MANOVA related to LDA?
31
votes
4
answers
31k
views
What is the relationship between regression and linear discriminant analysis (LDA)?
Is there a relationship between regression and linear discriminant analysis (LDA)? What are their similarities and differences? Does it make any difference if there are two classes or more than two ...
22
votes
2
answers
9k
views
How does linear discriminant analysis reduce the dimensions?
There are words from "The Elements of Statistical Learning" on page 91:
The K centroids in p-dimensional input space span at most K-1 dimensional subspace, and if p
is much larger than K, this ...
16
votes
1
answer
17k
views
Algebra of LDA. Fisher discrimination power of a variable and Linear Discriminant Analysis
Apparently,
the Fisher analysis aims at simultaneously maximising the
between-class separation, while minimising the within-class
dispersion. A useful measure of the discrimination power of a ...
11
votes
2
answers
20k
views
What is the null hypothesis of a MANOVA?
Background
In order to analyze differences in some continuous variable between different groups (given by a categorical variable), one can perform a one-way ANOVA. If there are several explanatory (...
13
votes
2
answers
43k
views
Post-hoc tests for MANOVA: univariate ANOVAs or discriminant analysis?
I am using a MANOVA test to compare nine different dependent variables (from neuropsychological and neuropsychiatric assessment) between three groups. The output shows a significant influence from ...
14
votes
1
answer
10k
views
Bayesian and Fisher's approaches to linear discriminant analysis
I know 2 approaches to do LDA, the Bayesian approach and the Fisher's approach.
Suppose we have the data $(x,y)$, where $x$ is the $p$-dimensional predictor and $y$ is the dependent variable of $K$ ...
5
votes
2
answers
7k
views
Assessing group differences on multiple outcomes
I have one independent variable with two levels: Gender (Male and Female),
and dependent variables will be composed of three test scores: Impulsivity, Assertiveness, and Social Desirability.
My ...
4
votes
1
answer
9k
views
How to follow up a factorial MANOVA with discriminant analysis?
This is a follow-up to to my previous question: How can MANOVA report a significant difference when none of the univariate ANOVAs reaches significance?
I have two IVs with each having three levels ...
2
votes
1
answer
12k
views
How do I compare two groups by several dependent variables and get 1 p-value as a result?
Suppose I have two groups and several dependant variables. I would like to show statistically whether the two groups are different or not, based on the combination of these dependant variables. The ...
7
votes
2
answers
2k
views
Many dependent variables, few samples: is this an example of "large $p$, small $n$" problem?
"Large $p$, small $n$" typically refers to "many independent variables, few samples".
In my case, I have $1$ independent variable, $300$ dependent variables, and $n < 20$ samples.
Thus, my case ...
4
votes
1
answer
2k
views
How can MANOVA report a non-significant p-value while LDA results in perfect separation of two groups?
I am new to statistics and currently got a dataset which contains $80$ dependent variables and $1$ independent variable with $2$ groups. MANOVA reports a $p$-value of $> 0.6$ on this dataset. But ...
8
votes
1
answer
2k
views
What is "Descriptive Discriminant Analysis"?
I have found some references to "Descriptive Discriminant Analysis" or DDA. In particular, this paper recommends it as a follow-up to a significant MANOVA result. Briefly, it is described as "a ...
5
votes
1
answer
605
views
Interpretation of the cluster criterion $\operatorname{tr}(S_W^{-1}S_B)$
There is a cluster criterion defined as:
$$\mathcal{C} = \operatorname{tr}(S_W^{-1}S_B) = \sum_{i=1}^d \lambda_i,$$
where $\operatorname{tr}$ is the trace, $S_W$ is the pooled within-group scatter ...
1
vote
1
answer
224
views
Using MANOVA for classification without separating training and test sets
In this study:
Rosenblum, Sara, et al. "Handwriting as an objective tool for Parkinson’s disease diagnosis." Journal of neurology 260.9 (2013): 2357-2361
The researchers attempt to classify ...