Friday, August 18, 2017

Discriminant analysis and linear regression

Linear discriminant analysis and linear regression are both supervised learning techniques. But, the first one is related to classification problems i.e. the target attribute is categorical; the second one is used for regression problems i.e. the target attribute is continuous (numeric).

However, there are strong connections between these approaches when we deal with a binary target attribute. From a practical example, we describe the connections between the two approaches in this case. We detail the formulas for obtaining the coefficients of discriminant analysis from those of linear regression.

We perform the calculations under Tanagra and R.

Keywords: linear discriminant analysis, predictive discriminant analysis, multiple linear regression, wilks' lambda, mahalanobis distance, score function, linear classifier, sas, proc discrim, proc stepdisc
Tutorial: en_Tanagra_LDA_and_Regression.pdf
Programs and dataset:
C.J. Huberty, S. Olejnik, « Applied MANOVA and Discriminant Analysis »,Wiley, 2006.
R. Tomassone, M. Danzart, J.J. Daudin, J.P. Masson, « Discrimination et Classement », Masson, 1988.