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discriminant analysis

Adias

Occasional Contributor

Joined:

Mar 2, 2017

Hi,

Can I get good performance in the Linear Discriminant Analysis (LDA), even if the normality assumption is violated ? Can I apply LDA in this condition? How can I justify that the LDA was performed in this way? I need some references to support this. (LDA was performed using two categories (one group of n = 41 and and other with n = 42).

Thank you

Adias 

1 ACCEPTED SOLUTION

Accepted Solutions
Dan_Obermiller

Joined:

Apr 3, 2013

Solution

You MIGHT be able to get good performance in this situation, but you would be taking a risk. How much risk would depend on how far from normality your data are. Linear Discriminant Analysis is known to be sensitive to the normality assumption. Maybe you should consider logistic regression instead. That is an option that is not as sensitive to normality as LDA. Hosmer and Lemeshow is one reference that discusses the sensitivity to normality of LDA.

Dan Obermiller
2 REPLIES
Dan_Obermiller

Joined:

Apr 3, 2013

Solution

You MIGHT be able to get good performance in this situation, but you would be taking a risk. How much risk would depend on how far from normality your data are. Linear Discriminant Analysis is known to be sensitive to the normality assumption. Maybe you should consider logistic regression instead. That is an option that is not as sensitive to normality as LDA. Hosmer and Lemeshow is one reference that discusses the sensitivity to normality of LDA.

Dan Obermiller
Adias

Occasional Contributor

Joined:

Mar 2, 2017

Thank you for your attention, answer and reference, that help me.

Adias