Dear Nigel
Caveat emptor, but .....
My understanding is that their aims are similar, but Discrim Anal is
simply is simply a data analysis tool which does not require a
probability model, while MLR is probabilistic in essence.
In the 2-group case they may lead to the same 'solution' if you use
suitable assumptions for MLR. However, in k-group analysis, the
partitions in MLR are all "parallel" to each other (i.e. they produce
'slices' of n-space), but the (k-1) partitions in discrim anal each
'halve' the space and the cuts are not necessarily parallel. (They
depend on successive eigenvectors of the W^(-1)T matrix.)
I seem to recall there is a variant of discim analysis which produces
parallel slices, but the dominant variant is that developed by Fisher
which I have described above.
However, I may be wrong. I'd like to say it's all in Mardia, Kent and
Bibby, and if it is I am sure you can rely upon it. But MLR is a
post-MKB development so you will have to wait for the next edition
(and wait, and wait ......!)
JOHN BIBBY
On 16 March 2012 13:28, Nigel Marriott <[log in to unmask]> wrote:
> Dear Allstatters,
>
>
>
> Can anyone clarify for me what is the fundamental difference between
> Discriminant Analysis & Multinomial Logistic Regression? When I look these
> up on Wikipedia, neither article makes any reference to each other yet to my
> mind both have the same goal in mind i.e. to classify objects into one of
> multiple categories using a number of predictor/explanatory variables. I
> ask because my version of R doesn’t have Discriminant Analysis installed but
> it does have Multinomial Logistic Regression and I wondering if there is a
> need to install an R package to do so.
>
>
>
> Regards
>
>
>
> Nigel Marriott
>
> Chartered Statistician
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