FOUR APPROACHES TO THE CLASSIFICATION PROBLEM IN DISCRIMINANT ANALYSIS: AN EXPERIMENTAL STUDY*
通过模拟研究比较了四种判别模型(Fisher线性判别、Smith二次判别、逻辑斯蒂判别和线性规划模型)在不同分布数据下的误分类率,发现这些方法对多种分布具有稳健性,但非正态条件下误分类率无显著降低。
ABSTRACT Four discriminant models were compared in a simulation study: Fisher's linear discriminant function [14], Smith's quadratic discriminant function [34], the logistic discriminant model, and a model based on linear programming [17]. The study was conducted to estimate expected rates of misclassification for these four procedures when observations were sampled from a variety of normal and nonnormal distributions. In contrast to previous research, data were taken from four types of Kurtotic population distributions. The results indicate the four discriminant procedures are robust toward data from many types of distributions. The misclassification rates for both the logistic discriminant model and the formulation based on linear programming consistently decreased as the kurtosis in the data increased. The decreases, however, were of small magnitude. None of these procedures yielded statistically significant lower rates of misclassification under nonnormality. The quadratic discriminant function produced significantly lower error rates when the variances across groups were heterogeneous.