关于使用LAD进行判别分析的一个注记

A Note on Discriminant Analysis Using LAD

DECISION SCIENCES · 1992
被引 2
人大 AABS 3

中文导读

指出用回归方法做判别分析常因二元因变量违反线性模型假设而不正确,但假设拉普拉斯分布可为MSD判别分析提供理论基础。

Abstract

ABSTRACT Using a regression approach to discriminant analysis is often incorrect because it forces the use of a binary dependent variable which violates virtually any distributional assumption for a linear model. However, assuming a Laplace distribution in an LP framework leads to a theoretical foundation for MSD discriminant analysis.

判别分析线性回归拉普拉斯分布计量经济学统计学