Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Study on the Poorly-posed Problems in the Discriminant Analysis of Growth Curve Model

  • Shim, Kyu-Bark (Department of Information and Statistics, Dongguk University)
  • Published : 2002.04.01
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Abstract

Poorly-posed problems in the balanced discriminant analysis was considered. We restrict consideration to the case of observations and the number of variables are the same and small. When these problems exist, we do not use a maximum likelihood estimates(MLE) to estimate covariance matrices. Instead of MLE, an alternative estimate for the covariance matrices are proposed. This alternative method make good use of two regularization parameters, $\lambda$} and $\gamma$. A new test rule for the discriminant function is suggested and examined via limited hut informative simulation study. From the simulation study, it is shown that the suggested test rule gives better test result than other previously suggested method in terms of error rate criterion.

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