[R] linear discriminant analysis

array chip arrayprofile at yahoo.com
Fri Oct 24 02:40:16 CEST 2003


Hi all,

When I use "lda" for discriminant analysis, should I
normalized my data (variables) to mean 0, variance 1
before running "lda" if my variables might not be
exactly on the same scale? I have this question
because in principle component analysis, this is
indeed an issue where we can choose covariance matrix
or correlation matrix when running the analysis. Just
wondering if this is also an issue people should
consider when using discriminant analysis. 

second question: "coef(lda object)" returns
coefficients of the variables, are they standardized
coefficients (i.e. they should be applied to
standardized variables to calculate discrimnant
scores), or are they unstandardized coefficients (i.e.
they can be directly applied to the original variable
to compute the discrimnant scores)? SPSS can output
both coefficients, but it seems that "lda" can only
output one, I think they should be standardized
coefficeients, but not sure.

Thanks very much




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