

The larger the eigenvalue is, the more amount of variance shared the linear combination of variables. The Eigenvalues table outputs the eigenvalues of the discriminant functions, it also reveal the canonical correlation for the discriminant function. Separate covariance matrices for each group.Ĭanonical Discriminant Analysis Eigenvalues It can be used to detect potential problems with multicolliearity, Please pay attention if several correlation coefficient are larger than 0.8. The Pooled Within-group Correlation matrix provides bivariate correlations between all variables. Pooled Within-group Covariance/Correlation Matrix However, because discriminant analysis is rather robust against violation of these assumptions, as a rule of thumb we generally don't get too concerned with significant results for this test. Please note that the data is assumed to follow a multivariate Normal distribution with the variance-covariance matrix of the group. If the p-value > 0.05, we can say the covariance matrices are equal. The Likelihood-ratio test is to test whether the population covariance matrices within groups are equal. Ideally the determinants should be almost equal to one another for the assumption of equality of covariance matrices. The table output the natural log of the determinants of each group's covariance matrix and the pooled within-group covariance. If the assumption is not satisfied, there are several options to consider, including elimination of outliers, data transformation, and use of the separate covariance matrices instead of the pool one normally used in discriminant analysis, i.e. This univariate perspective does not account for any share variance(correlation) among the variables.ĭiscriminant analysis assumes covariance matrices are equivalent. Please note that if the variables are related, the result of table is not reliable. If the value of Prob>F is smaller than 0.05, it means the means of each group are significant different. The table is to test the difference in group means for each variables. Note: The group means are values computed in the Descriptive Statistics table, which are different from the Canonical Group Means The Group Distance Matrix provides the Mahalanobis distances between group means. The table can be used to reveal the relationship between each variables. The Covariance Matrix (Total) provide the covariance matrix of whole observations by treating all observations as from a single sample Inspection of means and SDs can reveal univariate/variance difference between the groups.

We will know magnitude and missing values of data. The descriptive statistics table is useful in determining the nature of variables.

1.13 Classification Summary for Test Dataĭiscriminant Report Sheet Descriptive Statistics.

