응용통계연구 (The Korean Journal of Applied Statistics)

  • 제18권3호
  • /
  • Pages.655-660
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  • 2005
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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추가정보검정법 적용의 개선

Improvement in Performing a Test for Additional Information

  • 발행 : 2005.11.01
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초록

두 그룹 판별분석에서 자주 사용되는 Rao의 추가정보경정법의 적용에서 변수들의 모든 조합중에 일부분만을 고려하여 변수를 선택하는 방법을 제시하고, 예를 들어 제시된 방법의 효용성을 살펴본다.

An iterative method that greatly reduces a burden of computation in performing Rao's test for additional information in two-group discriminant analysis is suggested. A numerical example is provided for illustration.

키워드

참고문헌

  1. Mardia, K. V., Kent, J. T. and Bibby, J. M.(1979). Multivariate Analysis, Academic Press, New York
  2. McKay, R. J. (1978). A graphical aid to selection of variables in two-group discriminant analysis, Applied Statistics, 27, 259-263 https://doi.org/10.2307/2347161
  3. McKay, R.J. and Campbell, N.A. (1982a). Variable selection techniques in discriminant analysis I, Description, British Journal of Mathematical and Statistical Psychology, 35, 1-29 https://doi.org/10.1111/j.2044-8317.1982.tb00638.x
  4. McKay, R.J. and Campbell, N.A. (1982b). Variable selection techniques in discriminant analysis II, Allocation, British Journal of Mathematical and Statistical Psychology, 35, 30-41 https://doi.org/10.1111/j.2044-8317.1982.tb00639.x
  5. McLachlan, G.J. (1992). Discriminant Analysis and Statistical Pattern Recognition, Wiley, New York
  6. Rao, C. R. (1973). Linear Statistical Inference and Its Applications, 2nd ed. Wiley, New York
  7. Schott, J.R. (1997). Matrix Analysis for Statistics. Wiley, New York