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Multivariate Data Analysis Chapter 5 – Discrimination Analysis and Logistic Regression






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Multivariate Data Analysis Chapter 5 – Discrimination Analysis and Logistic Regression. MIS 6093 Statistical Method Instructor: Dr. Ahmad Syamil . Chapter 5. What Are Discrimination Analysis and Logistic Regression? Analogy with Regression and MANOVA
Multivariate Data Analysis Chapter 5 – Discrimination Analysis and Logistic Regression

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Slide 1

Multivariate Data AnalysisChapter 5 – Discrimination Analysis and Logistic Regression

MIS 6093 Statistical Method

Instructor: Dr. Ahmad Syamil

Slide 2

Chapter 5

  • What Are Discrimination Analysis and Logistic Regression?

  • Analogy with Regression and MANOVA

  • Hypothetical Example of Discriminant Analysis

    • A Two Group Discriminant Analysis: Purchasers Versus Nonpurchasers

    • A Geometric Representation of the Two Group Discriminant Function

    • A Three-group Example of Discriminant Analysis: Switching Intentions

Slide 3

Chapter 5The Decision Process for Discriminant Analysis

  • Stage 1: Objectives of Discriminant Analysis

  • Stage 2: Research Design for Discriminant

    Analysis

    • Selection of Dependent and Independent Variables

    • Sample Size

    • Division of the Sample

  • Stage 3: Assumptions of Discriminant

    Analysis

Slide 4

Chapter 5The Decision Process for Discriminant Analysis Cont.

  • Stage 4: Estimation of the Discriminant Model

    and Assessing Overall Fit

    • Computation Method

    • Statistical Significance

    • Assessing Overall Fit

      • Calculating Discriminant Z Score

      • Evaluating Group Differences

      • Assessing Group Membership Prediction Accuracy

    • Casewise Diagnostics

      • Misclassification of Individual Cases

    • Summary

Slide 5

Chapter 5The Decision Process for Discriminant Analysis Cont.

  • Stage 5: Interpretation of the Results

    • Discriminant Weights

    • Discriminant Loadings

    • Partial F Values

    • Interpretation of Two or More Functions

      • Rotation of the Discriminant Functions

      • Potency Index

      • Graphical Display of Discriminant Loadings

    • Which Interpretive Method to Use?

Slide 6

Chapter 5The Decision Process for Discriminant Analysis Cont.

  • Stage 6: Validation of the Results

    • Split-Sample or Cross-Validation Procedures

    • Profiling Group Differences

Slide 7

Chapter 5

  • Logistic Regression: Regression with a Binary Dependent Variable

    • Representation of the Binary Dependent Variable

    • Estimating the Logistic Regression Model

    • Interpreting the Coefficients

      • Assessing the Goodness-of-Fit of the Estimated Model

      • Testing for Significance of the Coefficients

  • Other Similarities To Multiple Regression

Slide 8

Chapter 5A Two-group Illustrative Example

  • Stage 1: Objectives of the Discriminant Analysis

  • Stage 2: Research Design of the Discriminant

    Analysis

    • Selection of Dependent and Independent Variables

    • Sample Size

    • Division of the Sample

  • Stage 3: Assumption of Discriminant Analysis

Slide 9

Chapter 5A Two-group Illustrative Example Cont.

  • Stage 4: Estimation of the Discriminant Function and

    Assessing Overall Fit

    • Estimation of the Discriminant Function

    • Assessing Overall Fit

    • Casewise Diagnostics

  • Stage 5: Interpretation of the Discriminant

    Function

  • Stage 6: Validation of the Discriminant Results

  • A Managerial Overview

Slide 10

Chapter 5A Three-group Illustrative Example

  • Stage 1: Objectives of the Discriminant Analysis

  • Stage 2: Research Design of the Discriminant

    Analysis

  • Stage 3: Assumptions in Discriminant Analysis

  • Stage 4: Estimation of the Discriminant Function

    and Assessment

    • Estimation of the Discriminant Functions

    • Statistical Significance

    • Assessing Overall Fit

    • Casewise Diagnostics

Slide 11

Chapter 5A Three-group Illustrative Example Cont.

  • Stage 5: Interpretation of Three-group

    Discriminant Analysis Results

    • Rotation

    • Assessing the Contribution of Predictor Variables

  • Stage 6: Validation of the Discriminant

    Results

  • A Managerial Overview

Slide 12

Chapter 5

  • An Illustrative Example of Logistic Regression

  • Summary

  • Questions

  • References

    ………end


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