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A comparative study between linear discriminant analysis and multinomial logistic regression
Other Title(s)
دراسة مقارنة بين التحليل التمييزي الخطي و الانحدار اللوجستي المتعدد
Joint Authors
al-Jazzar, Majid
al-Habil, Abd Allah Muhammad
Source
An-Najah University Journal for Research-B : Humanities
Issue
Vol. 28, Issue 6 (30 Jun. 2014), pp.1525-1548, 24 p.
Publisher
An-Najah National University Deanship of Scientific Research
Publication Date
2014-06-30
Country of Publication
Palestine (West Bank)
No. of Pages
24
Main Subjects
Economics & Business Administration
Abstract EN
This paper aimed to compare between the two different methods of classification: linear discriminant analysis (LDA) and multinomial logistic regression (MLR) using the overall classification accuracy, investigating their quality of prediction in terms of sensitivity and specificity, and examining area under the ROC curve (AUC) in order to make the choice between the two methods easier, and to understand how the two models behave under different data and group characteristics.
Model performance had been assessed from two special cases of the kfold partitioning technique, the ‘leave-one-out’ and ‘hold out’ procedures.
The performance evaluation for the two methods was carried out using real data and also by simulation.
Results show that logistic regression slightly exceeds linear discriminant analysis in the correct classification rate, but when taking into account sensitivity, specificity and AUC, the differences in the AUC were negligible.
By simulation, we examined the impact of changes regarding the sample size, distance between group means, categorization, and correlation matrices between the predictors on the performance of each method.
Results indicate that the variation in sample size, values of Euclidean distance, different number of categories have similar impact on the result for the two methods, and both methods LDA and MLR show a significant improvement in classification accuracy in the absence of multicollinearity among the explanatory variables.
American Psychological Association (APA)
al-Habil, Abd Allah Muhammad& al-Jazzar, Majid. 2014. A comparative study between linear discriminant analysis and multinomial logistic regression. An-Najah University Journal for Research-B : Humanities،Vol. 28, no. 6, pp.1525-1548.
https://search.emarefa.net/detail/BIM-667480
Modern Language Association (MLA)
al-Habil, Abd Allah Muhammad& al-Jazzar, Majid. A comparative study between linear discriminant analysis and multinomial logistic regression. An-Najah University Journal for Research-B : Humanities Vol. 28, no. 6 (2014), pp.1525-1548.
https://search.emarefa.net/detail/BIM-667480
American Medical Association (AMA)
al-Habil, Abd Allah Muhammad& al-Jazzar, Majid. A comparative study between linear discriminant analysis and multinomial logistic regression. An-Najah University Journal for Research-B : Humanities. 2014. Vol. 28, no. 6, pp.1525-1548.
https://search.emarefa.net/detail/BIM-667480
Data Type
Journal Articles
Language
English
Notes
Text in English ; abstracts in English and Arabic.
Record ID
BIM-667480