CHAPTER 10

Multiple Discriminant Analysis

10.1
Concept
The objective of discriminant analysis is to determine group membership
of samples from a group of predictors by finding linear combinations of the
variables which maximize the differences between the populations being
studied, with the objective of establishing a model to sort objects into their
appropriate populations with minimal error.

10.2
Definitions
Discriminant Functions. A linear combination of weighting coefficients and
standardized values of discriminating variables. It is one less than the number of
groups being compared.
Centroid. Mean discriminant scores for each group on each function.
Canonical Correlation. Correlation between a discriminant function and the
groups.
Wilks'Lambda. A calculation used to determine if amounts of variance accoun-
ted for by discriminant variables are significant. A problem that arises quite
often in science is to discriminate between two groups of individuals or objects
on the basis of several properties of those individuals or samples.

10.3
Overview
In geohydrology, for example, a hydrologist may want to classify a water sample
into one of two classes based on measured chemical properties. When two or more
variables are used to predict membership in categories or groups, the method is
known as multiple discriminant analysis. The degree to which members and
different groups can be differentiated in terms of an array of discriminator
variables is the essence of this technique. It may be very difficult in some instances
to find a discriminating index number if the two samples have almost identical
properties.

C. E. Brown, Applied Multivariate Statistics in Geohydrology and Related Sciences

© Springer-Verlag Berlin Heidelberg 1998
116 10 Multiple Discriminant Analysis

Discriminant analysis techniques are used to classify individuals into one of

two or more alternative groups (or populations) on the basis of a set of mea-
surements. The populations are known to be distinct, and each individual
belongs to one of them. These techniques can also be used to identify which
variables contribute to making the classification. Thus, as in regression analysis,
we have two uses, prediction and description. The principal difference between
a linear discriminant function and an ordinary linear regression function arises
from the nature of the dependent variable. A linear regression function uses
values of the dependent variable to determine a linear function that will estimate
the values of the dependent variable, whereas the discriminant function posses-
ses no such values or variable but uses instead a two-way classification of the
data to determine the linear function. Consider for example, a set of k variables,
X I ,X2' ••• ,Xk, by means of which it is desired to discriminate between two groups
of individuals. Letting
(10.1)
represent a linear combination of these variables, the task is then to determine
the AS by means of some criterion that will enable z to serve as an index for
differentiating between members of the two groups. For example, for the
purpose of simplification of the geometry of interpretation, consider two varia-
bles with n l and n 2 individuals, respectively, in two groups. The equation:
(10.2)

then represents a plane in three dimensions passing through the origin and
having direction numbers AI' ~, and -1. The geometry of this discriminating
process is shown in Fig. IO.l.
As another example, consider an archeologist who wishes to determine which
of two possible indigenous groups created a particular statue found in an ex-
ploratory dig. Measurements are taken of several characteristics of the statue. It
must now be decided whether these measurements are more likely to have come

Fig. 10.1. Example of a

discriminating plane