In discriminant analysis, we consider an intraclass correlation pattern by principal component analysis. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider two procedures, i.e., the test and proportion procedures, for selecting the principal components in classification. We compare the regular classication method and the proposed two procedures. We consider two methods for estimating error rate, i.e., the leave-one-out method and the bootstrap method.
Inference Based on Conditional Specification: A Note and a Bibliography
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Discrimination in the Case of Zero Mean Differences
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Dempster, A. P. (1969). Elements of continuous multivariate analysis, Addison Wesley, Reading, Mass.
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A Note on Discrimination in the Case of Unequal Covariance Matrices
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Han, C. P. and Chung, H. C. (2001). Discriminant analysis with intraclass correlation pattern. Proceedings of the Annual Meeting of the American Statistical Association, August 5-9, 555-560.
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Inference based on conditional speclfication
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Rao, C. R. (1964). Use and interpretation of principal components analysis in applied research. Sankhya A, 26, 329-358.