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  2. Linear discriminant analysis - Wikipedia

    en.wikipedia.org/wiki/Linear_discriminant_analysis

    Linear discriminant analysis (LDA), normal discriminant analysis (NDA), canonical variates analysis (CVA), or discriminant function analysis is a generalization of Fisher's linear discriminant, a method used in statistics and other fields, to find a linear combination of features that characterizes or separates two or more classes of objects or ...

  3. Average variance extracted - Wikipedia

    en.wikipedia.org/wiki/Average_variance_extracted

    The average variance extracted has often been used to assess discriminant validity based on the following "rule of thumb": the positive square root of the AVE for each of the latent variables should be higher than the highest correlation with any other latent variable. If that is the case, discriminant validity is established at the construct ...

  4. Optimal discriminant analysis and classification tree ...

    en.wikipedia.org/wiki/Optimal_discriminant...

    Optimal discriminant analysis may be applied to > 0 dimensions, with the one-dimensional case being referred to as UniODA and the multidimensional case being referred to as MultiODA. Optimal discriminant analysis is an alternative to ANOVA (analysis of variance) and regression analysis.

  5. Box's M test - Wikipedia

    en.wikipedia.org/wiki/Box's_M_test

    The test is commonly used to test the assumption of homogeneity of variances and covariances in MANOVA and linear discriminant analysis. It is named after George E. P. Box, who first discussed the test in 1949. The test uses a chi-squared approximation.

  6. Multivariate statistics - Wikipedia

    en.wikipedia.org/wiki/Multivariate_statistics

    Discriminant analysis, or canonical variate analysis, attempts to establish whether a set of variables can be used to distinguish between two or more groups of cases. Linear discriminant analysis (LDA) computes a linear predictor from two sets of normally distributed data to allow for classification of new observations.

  7. Comparison of statistical packages - Wikipedia

    en.wikipedia.org/wiki/Comparison_of_statistical...

    Ooms, Marius (2009). "Trends in Applied Econometrics Software Development 1985–2008: An Analysis of Journal of Applied Econometrics Research Articles, Software Reviews, Data and Code". Palgrave Handbook of Econometrics. Vol. 2: Applied Econometrics. Palgrave Macmillan. pp. 1321– 1348. ISBN 978-1-4039-1800-0. Renfro, Charles G. (2004).

  8. Kernel Fisher discriminant analysis - Wikipedia

    en.wikipedia.org/wiki/Kernel_Fisher_Discriminant...

    In statistics, kernel Fisher discriminant analysis (KFD), [1] also known as generalized discriminant analysis [2] and kernel discriminant analysis, [3] is a kernelized version of linear discriminant analysis (LDA). It is named after Ronald Fisher.

  9. Partial least squares regression - Wikipedia

    en.wikipedia.org/wiki/Partial_least_squares...

    Partial least squares (PLS) regression is a statistical method that bears some relation to principal components regression and is a reduced rank regression [1]; instead of finding hyperplanes of maximum variance between the response and independent variables, it finds a linear regression model by projecting the predicted variables and the observable variables to a new space of maximum ...