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ALLSTAT  March 2012

ALLSTAT March 2012

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Subject:

Re: Discriminant Analysis Vs Multinomial Logistic Regression

From:

John Bibby <[log in to unmask]>

Reply-To:

John Bibby <[log in to unmask]>

Date:

Fri, 16 Mar 2012 17:05:45 +0000

Content-Type:

text/plain

Parts/Attachments:

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text/plain (84 lines)

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
>
> www.marriott-stats.com
>
>
>
> Ground Floor, 21 Marlborough Buildings, Bath BA1 2LY, United Kingdom
>
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>
>
>
> Marriott Statistical Consulting Limited, Company No. 5577275, VAT No.
> 883304029
>
> Registered in England,   Registered Office – Equity House, 4-6 School Road,
> Tilehurst, Reading, RG31 5AL
>
>
>
> You may leave the list at any time by sending the command
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