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The linear discriminant function was proposed by
Fisher (1936). Suppose we have N1 independent
observations from population 1 and N 2
independent observations from population 2, and
we have recorded p measurements. The sample
mean vectors are x1 and x2 , and the grand mean is
N1x1 + N 2 x2
x= (1)
N1 + N 2
Following Morrison (1983), suppose we indicate
group membership with the dummy variable
⎧ N 2 ,(group 1)
⎪⎪ N + N
yi = ⎨
1 2
(2)
⎪ − N1 ,(group 2)
⎪⎩ N1 + N 2
where
N1 N 2 / ( N1 + N 2 )
c= (4)
1 + [ N1N 2 / ( N1 + N 2 )] ( x1 − x2 )′ A −1 ( x1 − x2 )
yˆi = βˆ ′ ( xi − x ) (5)
We can use the regression formula (5) to classify
scores, i.e., attempt to categorize them into groups.
A score yˆi classified as being in the group whose
predicted score mean is closest to it. Since the
group means are
βˆ ′ ( x1 − x ) and βˆ ′ ( x2 − x ) (6)
βˆ ′ ( x1 − x ) + βˆ ′ ( x2 − x ) ˆ ⎛ x1 + x2 ⎞
′
=β ⎜ − x⎟ (7)
2 ⎝ 2 ⎠
Recall that group 1 is associated with positive
scores and group 2 negative scores. Consequently,
if a predicted score yˆi is above the cutpoint in
Equation (7), it is classified in group 1, otherwise
in group 2. That is, a score is classified in group 1
if
or
ˆβ′xi > βˆ ′ ⎛⎜ x1 + x2 ⎞⎟ (9)
⎝ 2 ⎠
1
S= A (10)
N1 + N 2 − 2
so β̂ in Equation (9) can be replaced by
A ( x1 − x2 ) or a = S ( x1 − x2 ), since either
−1 −1
′ −1 1 ′
( x1 − x2 ) S x − 2 ( x1 − x2 ) S ( x1 + x2 ) > 0
−1
(13)
and
′ ′
b1 = x1 S −1
(16)
and
a1 = ′ −1
− 2 x1 S x1
1 = − 12 b1′ x1 (17)
Nj
pˆ j = (20)
N•
( )
−1 −1/ 2
a = a′S a
*
a (22)
Note that variables x1 and x3 do not appear to have
much influence in discriminating between the
senile and non-senile group.
Predicted Group
Membership
SENILE 0 1 Total
Original Count 0 29 8 37
1 4 8 12
% 0 78.4 21.6 100.0
1 33.3 66.7 100.0
a. 75.5% of original grouped cases correctly classified.
SENILE
0 1
INFO .760 .734
SIMILAR -.239 -.447
ARITH .491 .483
PICCOMPL .811 .366
(Constant) -10.382 -5.632
Fisher's linear discriminant functions
Classification Resultsa
Predicted Group
Membership
SENILE 0 1 Total
Original Count 0 29 8 37
1 4 8 12
% 0 78.4 21.6 100.0
1 33.3 66.7 100.0
a. 75.5% of original grouped cases correctly classified.
Classification Resultsa
Predicted Group
Membership
SENILE 0 1 Total
Original Count 0 37 0 37
1 6 6 12
% 0 100.0 .0 100.0
1 50.0 50.0 100.0
a. 87.8% of original grouped cases correctly classified.