14 questions linked to/from How is MANOVA related to LDA?
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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 ...
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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 ...
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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 ...
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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 (...
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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 ...
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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 $K$ ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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 ...