On Modified Discriminant Analysis
| Autor: | Marcin Owczarczuk |
|---|---|
| Rok vydání: | 2007 |
| Předmět: |
Variables
Basis (linear algebra) media_common.quotation_subject jel:C35 Linear discriminant analysis jel:C14 discriminant analysis semiparametric estimation smoothing binary response Discriminant function analysis Discriminant Optimal discriminant analysis Statistics Fraction (mathematics) Smoothing media_common Mathematics |
| Zdroj: | SSRN Electronic Journal. |
| ISSN: | 1556-5068 |
| DOI: | 10.2139/ssrn.1015527 |
| Popis: | Discriminant analysis is mostly used to predict the value of a discrete dependent variable of an observation on the basis of a set of predictors. The commonly used criterion of the predictive power is the fraction of incorrectly predicted cases in the sample. In this article we construct a model for a modified discriminant problem. Namely to find a subpopulation of a given size having the highest percentage of observations of a chosen class. Our model maximizes the following criterion of the predictive power: the fraction of observations from chosen class in the found subpopulation. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|