On Modified Discriminant Analysis

Warsaw School of Economics Working Paper No. 6-07

15 Pages Posted: 19 Sep 2007

Date Written: May 22, 2007

Abstract

Discriminant analysis is mostly used to predict the value of a discrete dependent variable of an observation on the basis of a set of predictors. The commonly used criterion of the predictive power is the fraction of incorrectly predicted cases in the sample. In this article we construct a model for a modified discriminant problem. Namely to find a subpopulation of a given size having the highest percentage of observations of a chosen class. Our model maximizes the following criterion of the predictive power: the fraction of observations from chosen class in the found subpopulation.

Keywords: discriminant analysis, semiparametric estimation, smoothing, binary response

JEL Classification: C14, C35

Suggested Citation

Owczarczuk, Marcin, On Modified Discriminant Analysis (May 22, 2007). Warsaw School of Economics Working Paper No. 6-07, Available at SSRN: https://ssrn.com/abstract=1015527 or http://dx.doi.org/10.2139/ssrn.1015527

Marcin Owczarczuk (Contact Author)

Warsaw School of Economics (SGH) ( email )

aleja Niepodleglosci 162
PL-Warsaw, 02-554
Poland

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