T2Tests, the Linear Two-Group Discriminant Function, and Their Computation by Linear Regression
- 1 February 1985
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 39 (1) , 20-25
- https://doi.org/10.1080/00031305.1985.10479381
Abstract
Tests for redundancy of variables in linear two-group discriminant analysis are well known and frequently used. We give a survey of similar tests, including the one-sample T 2 as a special case, in the situation in which only the mean vector (but no covariance matrix) is available in one sample. Then we show that a relation between linear regression and discriminant functions found by Fisher (1936) can be generalized to this situation. Relating regression and discriminant analysis to a multivariate linear model sheds more light on the relationship between them. Practical and didactical advantages of the regression approach to T 2 tests and discriminant analysis are outlined.Keywords
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