A simulation study of the use of principal components in linear discriminant analysis

被引:9
作者
Jolliffe, IT
Morgan, BJT
Young, PJ
机构
[1] UNIV KENT, CANTERBURY, KENT, ENGLAND
[2] UNIV YORK, YORK YO1 5DD, N YORKSHIRE, ENGLAND
关键词
linear discriminant analysis; principal components; variable selection;
D O I
10.1080/00949659608811775
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The use of principal components in linear discriminant analysis has been considered by several authors. However, many of the properties of procedures associated with this usage are unknown. Here, using a simulation study, we investigate the power to choose the 'correct' components in the discriminant function. We also include the null case where no component has any discriminatory value.
引用
收藏
页码:353 / 366
页数:14
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