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78 lines
2.8 KiB
Plaintext
78 lines
2.8 KiB
Plaintext
10 months ago
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help for ^discrim^ (STB-x)
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Dichotomous Discriminant Analysis
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---------------------------------
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^discrim^ grpvar [varlist] [^, p^redict^ a^nova^ g^raph^ d^etail^ k^eep]
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Description
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-----------
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^discrim^ allows the user to perform a discriminant analysis on a Bernoulli
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distributed response of grouping variable (1/0).
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Output includes table with the following statistics and their global
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designation for post-estimation use when applicable:
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1. Observations [S_E_obs] 2. Independent vars [S_E_var]
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3. Obs: group==0 [S_E_ob0] 4. Obs: group==1 [S_E_ob1]
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5. Centroid 0 [S_E_cn0] 6. Centroid 1 [S_E_cn1]
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7. Grand centroid [S_E_cng] 8. R-square [S_E_r2]
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9. Mahalanobis [S_E_mah] 10. Eigenvalue [S_E_eig]
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11. Canon. Correl [S_E_cc] 12. Eta squared [S_E_e2]
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13. Wilk's lambda [S_E_lam] 14. Chi-square [S_E_chi]
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Output also includes a table displaying both the Discriminant Function and
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Unstandardized Coefficients.
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Cases in which a variable has a missing value are dropped from estimation.
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The ^keep^ command does not restore such cases to active memory.
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Options
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-------
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^predict^ provides a confusion matrix of actual vs predicted group cell
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counts. Also included is a listing of the following percentages:
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1. Correctly predicted 2. Model sensitivity
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3. Model specificity 4. False Positive
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5. False Negative
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^anova^ provides an ANOVA of discriminant scores vs the group variable.
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Bartlett's test for equal variances in included.
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^graph^ provides a classification graph showing correctly and incorrectly
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classified cases.
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^detail^ creates and lists the following for each retained case:
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1. Group : actual group value
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2. PRED : predicted group value
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3. DIFF : a star indicating misclassified cases
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4. LnProb1 : logistic probability of grouyp 1 membership
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5. DscIndex : discriminant index
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6. DscScore : discriminant score
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^keep^ allows the user to keep the variables created in the Detail option.
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The data set in memory is altered, so care must be taken when saving the
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resultant file to disk.
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Examples
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--------
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. ^discrim foreign price mpg length^
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. ^discrim foreign price mpg length, p a gr d^
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. ^discrim foreign price mpg length, detail keep^
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Also see
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--------
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STB-5 (Jan1992): smv3 - Hilbe, "Regression based dichotomous discriminant
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analysis".
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Selvin, Steve (1995, 1996) "Practical Biostatistical Methods", Chap 6.
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Explanation and use of the 1st version of the ^discrim^ command.
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Additional help
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---------------
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Joseph Hilbe, Dept of Sociology, Arizona State University
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Email: atjmh@@asuvm.inre.asu.edu
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