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Stepwise Procedures In Discriminant Analysis
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ESTIMATING MISCLASSIFICATION RATES
Probability of Misclassification:
This is a measure of the tendency that an individual or objects are wrongly classified. It involves misclassifications errors like;
Classification of an object into population, ï°i, given that it is actually from population, ï°j.
Classification of an object into population, ï°j, given that it is actually from population, ï°i.
It can be explained further with the help of the confusion matrix for classification below;
n1, n2 and n3 are sample sizes from population
N is total sample sizes = n1 + n2 + n3 ;
Cij = number of objects correctly classified (i=j) ; Wij = number of objects wrongly classified (i = j). Therefore, the probabilities of misclassification are
We can define the following:
nij = Correctly classified (i=j) nij = wrongly classified (i =j)
IMPROVED ESTIMATES OF ERROR RATES
Estimates of error rates can be improved with the following techniques:
Holdout Method : This is the leaving-one-out or the cross-validation method which ensures that all but one observation is used in the computation of the classification rule and the omitted observation is then classified with the rule. This procedure which increases the computation load is repeated for each observation in a sample of size N = Σini. Each observation is then classified by a function based on N
– 1 observations.
Partitioning the sample : In order to avoid bias, the sample is split into two parts:
A training sample which is used to construct the classification rule and
A validation sample which is used to evaluate the classification rule.
Since the observations in the validation sample which is used to evaluate the classification rule are not used in constructing the classification rule, the resulting error rate is unbiased.
Two disadvantages exist with this method:
Large samples that may not be available are required.
The classification function to be used in practice is not evaluated.
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ABSRACT - [ Total Page(s): 1 ]
Abstract
Several multivariate measurements require variables
selection and ordering. Stepwise procedures ensure a step by step method
through which these variables are selected and ordered usually for
discrimination and classification purposes. Stepwise procedures in discriminant
analysis show that only important variables are selected, while redundant
variables (variables that contribute less in the presence of other variables) are
discarded. The use of stepwise procedures ... Continue reading---
-
ABSRACT - [ Total Page(s): 1 ]
Abstract
Several multivariate measurements require variables
selection and ordering. Stepwise procedures ensure a step by step method
through which these variables are selected and ordered usually for
discrimination and classification purposes. Stepwise procedures in discriminant
analysis show that only important variables are selected, while redundant
variables (variables that contribute less in the presence of other variables) are
discarded. The use of stepwise procedures ... Continue reading---