Advanced and Multivariate

Statistical Methods
Practical Application and Interpretation
Sixth Edition

Craig A. Mertler and Rachel Vannatta Reinhart

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 Chapter 10
Discriminant Analysis

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 Discriminant Analysis

• Two basic purposes:

1) Describe major differences among groups following a MANOVA analysis
§ Involves breaking down “between groups” associations into additive portions
§ Finding uncorrelated linear combinations (discriminant functions) of original
variables – some similarities to factor analysis
2) Classify participants into groups based on a combination of measures (focus of
Chapter 11)
§ Obtain discriminant functions; interpreted as dimensions that serve as basis for
reliably and accurately classifying participants into groups

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 Discriminant Analysis

• Often seen as reverse of MANOVA

o MANOVA – two or more groups compared on combination of DVs; IVs are
grouping variables, DVs are predictors
o DA – combination of DVs used to predict/classify participants into groups; DVs
serve as grouping variables, IVs are predictors
• Interpretation of results very similar to previous analyses
o Discriminant functions similar to factors/components in factor analysis
o Combinations of variables are basically regression equations (variables scores
and weights) summed together to obtain discriminant scores (analogous to
factor scores)
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 Discriminant Analysis

• Interpretation of results (cont’d.)

o Fit indices include:
§ Eigenvalues
§ Percentage of total variance explained
§ Canonical correlation – correlation between discriminant scores and levels of DVs
Ø High value indicates function that discriminates well between participants (i.e., will perform
well at classifying participants into groups); if < 1.00, some degree of error exists in terms
of accuracy of classifications

o Test of significance – Wilks’ Lambda (L)

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 Discriminant Analysis
• Interpretation of results (cont’d.)
o Actual coefficients for each discriminant function
§ Serve as weights assigned to each of original variables
§ Both standardized and unstandardized coefficients provided
Ø Unstandardized used for calculation of discriminant scores; standardized used to assess
relative contributions of individual variables to discriminant scores

o Structure matrix
§ Similar to factor/component loadings in factor analysis
§ Relative sizes and directions of each loading used to attach labels to functions for
greater ease in interpretation
§ Can sometimes contradict interpretation of standardized coefficients
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 Discriminant Analysis

• Interpretation of results (cont’d.)

o Analysis will provide assessment of adequacy of “fit” (i.e., classification)
§ Unstandardized coefficients used to calculate classification of cases in original
sample into DV groups; number of correct classifications (i.e., hit rate) compared to
actual group membership of participants in original sample
§ Often use different group of participants to assess accuracy of classification
Ø If sample is large, it can be split in half (one half used to construct function; other half used
to assess accuracy)
Ø Use jackknife procedure – each participant classified based on classification statistic
derived from remaining (n – 1) participants; used with small to moderate sample sizes

o Want hit rate to be high; must also assess cost of misclassifications

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 Discriminant Analysis

• Approaches to conducting DA
o Similar to multiple regression
§ Standard, or direct, DA
§ Sequential, or hierarchical, DA
§ Stepwise, or statistical, DA

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 Discriminant Analysis

• Sample research questions (generic)

o Can our DV be reliably predicted from the combination of our IVs?
o If it can be predicted reliably, along how many dimensions do the two groups
differ? How can those dimensions be interpreted?
o Given the obtained classification functions, how adequate, or accurate, is the
classification?

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 Discriminant Analysis

• Assumptions and limitations

o Basically same assumptions as in MANOVA
o Adjustments necessitated by classification situation:
§ Observations on predictor variables must be randomly sampled and independent of
one another
§ Sampling distribution of any linear combination of predictors is normal (multivariate
normality)
§ Population covariance matrices for predictor variables in each group must be equal
(homoscedasticity)
§ Relationships among all pairs of predictors within each group must be linear
(linearity)
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 Discriminant Analysis

• Assumptions and limitations

o Potentially serious limitation is that DA can be sensitive to sample size
§ Ratio of total sample size to number of variables should be quite large, approximately
20 to 1

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 Discriminant Analysis

• Process and logic

o DA is a mathematical maximization procedure
o Goal is to find uncorrelated linear combinations of predictor variables that
maximize between-to-within association
o Discriminant function with largest eigenvalue is known as first discriminant
function – maximizes between-to-within association

DF1 = a10 x0 + a11 x1+ a12 x2 + a13 x3 +... + a1p x p

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 Discriminant Analysis

• Process and logic

o Discriminant function score then calculated for each participant for DF1
o Analytic procedure then proceeds to find second linear combination,
uncorrelated with first linear combination

DF2 = a20 x0 + a21 x1+ a22 x2 + a23 x3 +... + a2 p x p

such that

rDF1•DF2 = 0
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 Discriminant Analysis

• Process and logic

o The third discriminant function is constructed in the same manner; process
continues until maximum possible number of discriminant functions has been
obtained
o Maximum number will be the smaller of the number of groups or the number of
predictor variables

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 Discriminant Analysis

• Process and logic

o Actual classification occurs in this manner:
§ Once discriminate function is constructed, location of each group on discriminant
function ( yk ) is determined by multiplying vectors of means for each participant on
all predictor variables ( x1 ) by the vector of unstandardized coefficients
§ Midpoint between two groups on discriminant function is calculated as follows:

m=
( y1 + y2 )
2

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 Discriminant Analysis

• Process and logic

o Actual classification occurs in this manner (cont’d.):
§ Participants then classified—based on individual discriminant function score zi—into
one of the two groups based on the following decision rule:

If zi ≥ m, then classify participant into Group 1

If zi < m, then classify participant into Group 2

§ Possible to specify the prior probability of being classified into a specific group
Ø Prior probability is defined as probability of membership in group k prior to collection of
data
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 Discriminant Analysis

• Interpretation of results
o DA output into four parts:
1) Preliminary statistics that describe group differences and variances
2) Significance tests and strength of relationship statistics for each discriminant function
3) Discriminant function coefficients
4) Group classification

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 Discriminant Analysis

• Interpretation of results
1) Preliminary statistics that describe group differences and variances
Ø Group means and standard deviations and ANOVA results are helpful in determining how
groups differ within each IV
Ø Group differences are usually significant; if not, functions generated will not be accurate in
classifying individuals
Ø This output also provides information for testing assumptions

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 Discriminant Analysis

• Interpretation of results
2) Significance tests and strength of relationship statistics for each discriminant function
Ø Tables consisting of eigenvalues and Wilks’ Lambda coefficients
Ø Eigenvalue table displays eigenvalue, percentage of variance, and canonical correlation
for each discriminate function
• Effect size can be obtained by squaring the canonical correlation

Ø Wilks’ Lambda table provides chi-square tests of significance for each function

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 Discriminant Analysis

• Interpretation of results
3) Discriminant function coefficients
Ø Once number of functions to interpret has been determined, each function is then
interpreted/named by examining variables most related to it
Ø Rely on two tables –– Standardized Canonical Discriminant Function Coefficients and
Structure Matrix

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 Discriminant Analysis

• Interpretation of results
4) Group classification
Ø Table of Classification Results used to assess accuracy of the functions in classifying
participants into appropriate groups
• Provides original and predicted frequency and percentage of participants within each group

Ø Determine extent to which group differences support functions generated

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 Discriminant Analysis

• Writing up results
o Data screening
o Significance for tests of each discriminant function
o Indicate number of functions selected for interpretation
o Present standardized coefficients and correlation coefficients
o Indicate how functions were labeled
o Report classification results, including percentage of accuracy for each group
and entire sample
o Report function means
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 Discriminant Analysis

• Sample study and analysis

o RQ: Can life perspective be reliably predicted from knowledge of an individual’s
age, hours worked per week, years of education, income, number of siblings,
hours of TV viewing per week, and hours worked per week by spouse?
• SPSS “how to”
o Follow screenshots and step-by-step directions in Chapter 10

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