Part X: Other General Linear Model Techniques
Linear Discriminant Function Analysis (LDFA)

 
 
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LDFA is a multivariate technique used in special applications where there are several intact groups (random assignment may be impossible) and they have been measured on several independent measures. Thus, you will want to describe how these groups differ on the basis of these measures. In this case, classification and prediction is the main objective. (When there are only two groups involved, a similar procedure known as logistic regression is preffered.)

This could be done by conducting univariate F tests for each independent variable across the intact groups. As it is similar to already discussed techniques, this method is redundant. Instead, it is better to construct linear combinations of the original variables which eliminate intercorrelations between variables. This composite function will best discriminate between the groups on a multidimensional basis.

Note that LDFA is, in many ways, similar to Multiple Regression. More importantly, note that the purposes and techniques of LDFA are very similar mathematically to MANOVA (except that the roles of x and y are interchanged). The composite is determined in the same way, such that the groups maximally differ. The maximum number of dimensions which can be calculated is the smaller value of the following two: (a) the number of groups minus one, or (b) the number of continuous variables. And like before, each composite is formed from the residual of the previous, thereby making each orthogonal.

Like MANOVA, LDFA is tested for significance by the use of Wilk's Lambda. Follow-up analyses are the same as those for MANOVA (see the previous page). An analysis of the significant findings of LDFA can give a Confusion Matrix, a table showing how accurate group membership is predicted by the composite function(s). Each "axis" is labeled by the groups: one axis being the actual group membership, and the other being the group membership predicted by the composite function; the percentages indicated on the diagonal are "hits"--correct predictions- and the percentages that are not on the diagonal are "misses"--incorrect predictions or errors.

  REAL GROUP MEMBERSHIP
  G1 G2 G3 G4 G5
G1 Hit Miss Miss Miss Miss
G2 Miss Hit Miss Miss Miss
G3 Miss Miss Hit Miss Miss
G4 Miss Miss Miss Hit Miss
G5 Miss Miss Miss Miss Hit