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A study of redundancy of some variables in covariate discriminant analysis

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Abstract

The redundancy of some variables in discriminant analysis and its tests were developed by Rao (1946,Sankhyā,7, 407–414; 1948,Biometrika,35, 58–79, 1970,Essays in Probability and Statistics, (eds. R. C. Boseet al.), 587–602, Univ. of North Carolina Press, Chapel Hill), and were further studied by McKay (1977,J. Roy. Statist. Soc. Ser. B,39, 371–380) and Fujikoshi (1982,Ann. Inst. Statist. Math.,34, 523–530). These are now extended to the most general situation which includes redundancy in covariate as well as main variables in discrimination between two or more groups. The likelihood ratio test is derived in a closed form. An alternative test is also suggested.

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Authors and Affiliations

  1. Department of Mathematics, Hiroshima University, 730, Hiroshima, Japan

    Yasunori Fujikoshi

  2. Center for Multivariate Analysis, Pennsylvania State University, 16802, University Park, PA, USA

    Chinubal G. Khatri

Authors
  1. Yasunori Fujikoshi
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  2. Chinubal G. Khatri
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Fujikoshi, Y., Khatri, C.G. A study of redundancy of some variables in covariate discriminant analysis. Ann Inst Stat Math 42, 769–782 (1990). https://doi.org/10.1007/BF02481149

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  • DOI: https://doi.org/10.1007/BF02481149

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