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Chapter 6 Discriminant Analyses
SPSS - Discriminant Analyses
Data file used: graduate.sav
In this example the topic is criteria for acceptance into a graduate program. Every year, selectors miss-
guess and select students who are unsuccessful in their efforts to finish the degree. A wealth of information
is collected about each applicant prior to acceptance, and department records indicate whether that
student was successful in completing the course. This example uses the information prior to acceptance to
predict successful completion of a graduate program. The file consists of 50 students admitted into the
program between 7 and 11 years ago. The dependent variable is category (1 = finished the Ph.D., 2 = did
not finish), and 17 predictor variables are utilized to predict category membership in on of these groups.
How to get there: Analyze Classify ….
Discriminant …
Discriminant Analysis is used primarily to predict membership in two or more mutually exclusive groups.
This menu selection opens the following dialog box:
First enter the grouping variable (here: variable category). Then, define the lowest and highest coded value
for the grouping variable by clicking on Button Define Range. As the variable category has only two
levels you enter 1 and 2 in the boxes. See the second figure standing above.
Then, select the independent variables (choose gender, motive and stable) in the ‘Independents:’ box.
There are several methods for discriminant analyses, but here we will only use ‘Enter independents
together’, which is standard selected.
Button Statistics…
Here you can indicate those statistics that are desired in discriminant analysis. Often these include:
Means: The means and standard deviations for each variable for each group (the two levels of category in
this case), and for the entire sample.
Univariate ANOVAs: This compares the mean values for each group for each variable to see if there are
significant univariate differences between means.
Box’s M: A test for the equality of the group covariance matrices. For sufficiently large samples, a non-
significant p value means there is insufficient evidence that the matrices differ. The test is sensitive to
departures from multivariate normality.
Unstandardized Function Coefficients: The unstandardized coefficients of the discriminant equation
based on the raw scores of discriminating variables.
Button Classify…
Many classification options can be selected here, such as prior probabilities and plots. Also, a summary
table can be requested.
Button Save…
This option allows you to save as new variables: Predicted group membership, Discriminant Scores and
Probabilities of group membership.
Output of running Discriminant Analyses
We performed a discriminant analysis selecting ‘Enter independents together’. The descriptives Univariate
Anova’s Box’s M and unstandardized function coefficients are requested. A within-groups covariance
matrix is used, and a summary table and a leave-one-out classification are requested (under Button
Classify…).
The SPSS output is enormous, so we only indicate some of the relevant information here.
Tests of Equality of Group Means
1,000 ,007 1 48 ,934
,938 3,200 1 48 ,080
,679 22,722 1 48 ,000
STUDENTS EMOTIONAL
STABILITY
1=FEMALE 2=MALE
STUDENTS MOTIVATION
Wilks'
Lambda F df1 df2 Sig.
In the table ‘Tests of Equality of Group Means’ the results of univariate ANOVA’s, carried out for each
independent variable, are presented. Here, only student’s motivation (variable motive) differ (Sig. = ,000)
for the two groups (PhD completed and PhD not completed).
Box's Test of Equality of Covariance Matrices
Log Determinants
3 -,952
3 -1,023
3 -,890
1=COMPLETED
PHD, 2=DID NOT
COMPLETE PHDFINISH
NOT FINISH
Pooled within-groups
Rank
Log
Determinant
The ranks and natural logarithms of determinants
printed are those of the group covariance matrices.
Test Results
4,679
,727
6
16693,132
,628
Box's M
Approx.
df1
df2
Sig.
F
Tests null hypothesis of equal population covariance matrices.
The significance value of 0,628 indicates that the data do not differ significantly from multivariate normal.
This means one can proceed with the analysis.
Summary of Canonical Discriminant Functions
Eigenvalues
,514a 100,0 100,0 ,583
Function
1
Eigenvalue % of Variance Cumulative %
Canonical
Correlation
First 1 canonical discriminant functions were used in the
analysis.
a.
An eigenvalue indicates the proportion of variance explained. (Between-groups sums of squares divided by
within-groups sums of squares). A large eigenvalue is associated with a strong function.
The canonical relation is a correlation between the discriminant scores and the levels of the dependent
variable. A high correlation indicates a function that discriminates well. The present correlation of 0.583 is
not extremely high (1.00 is perfect).
Wilks' Lambda
,661 19,286 3 ,000
Test of Function(s)
1
Wilks'
Lambda Chi-square df Sig.
Wilks’ Lambda is the ratio of within-groups sums of squares to the total sums of squares. This is the
proportion of the total variance in the discriminant scores not explained by differences among groups. A
lambda of 1.00 occurs when observed group means are equal (all the variance is explained by factors other
than difference between those means), while a small lambda occurs when within-groups variability is small
compared to the total variability. A small lambda indicates that group means appear to differ. The
associated significance value indicate whether the difference is significant. Here, the Lambda of 0,661 has
a significant value (Sig. = 0,000); thus, the group means appear to differ.
The ‘Canonical Discriminant Function Coefficients’ indicate
the unstandardized scores concerning the independent
variables. It is the list of coefficients of the unstandardized
discriminant equation. Each subject’s discriminant score
would be computed by entering his or her variable values (raw
data) for each of the variables in the equation.
‘Functions at Group Centroide’ indicates the average
discriminant score for subjects in the two groups. More
specifically, the discriminant score for each group when the
variable means (rather than individual values for each
subject) are entered into the discriminant equation. Note that
the two scores are equal in absolute value but have opposite
signs.
‘Classification Results’ is a
simple summary of number
and percent of subjects
classified correctly and
incorrectly. The ‘leave-one-
out classification’ is a
cross-validation method, of
which the results are also
presented.
Canonical Discriminant Function Coefficients
-,001
-,595
1,169
-8,327
STUDENTS EMOTIONAL
STABILITY
1=FEMALE 2=MALE
STUDENTS MOTIVATION
(Constant)
1
Function
Unstandardized coefficients
Functions at Group Centroids
,702
-,702
1=COMPLETED
PHD, 2=DID NOT
COMPLETE PHDFINISH
NOT FINISH
1
Function
Unstandardized canonical discriminant
functions evaluated at group means
Classification Resultsb,c
20 5 25
6 19 25
80,0 20,0 100,0
24,0 76,0 100,0
20 5 25
7 18 25
80,0 20,0 100,0
28,0 72,0 100,0
1=COMPLETED
PHD, 2=DID NOT
COMPLETE PHD
FINISH
NOT FINISH
FINISH
NOT FINISH
FINISH
NOT FINISH
FINISH
NOT FINISH
Count
%
Count
%
Original
Cross-validateda
FINISH NOT FINISH
Predicted Group
Membership
Total
Cross validation is done only for those cases in the analysis. In cross validation,
each case is classified by the functions derived from all cases other than that
case.
a.
78,0% of original grouped cases correctly classified.b.
76,0% of cross-validated grouped cases correctly classified.c.

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Discriminant analysis

  • 1. Chapter 6 Discriminant Analyses SPSS - Discriminant Analyses Data file used: graduate.sav In this example the topic is criteria for acceptance into a graduate program. Every year, selectors miss- guess and select students who are unsuccessful in their efforts to finish the degree. A wealth of information is collected about each applicant prior to acceptance, and department records indicate whether that student was successful in completing the course. This example uses the information prior to acceptance to predict successful completion of a graduate program. The file consists of 50 students admitted into the program between 7 and 11 years ago. The dependent variable is category (1 = finished the Ph.D., 2 = did not finish), and 17 predictor variables are utilized to predict category membership in on of these groups. How to get there: Analyze Classify …. Discriminant … Discriminant Analysis is used primarily to predict membership in two or more mutually exclusive groups. This menu selection opens the following dialog box: First enter the grouping variable (here: variable category). Then, define the lowest and highest coded value for the grouping variable by clicking on Button Define Range. As the variable category has only two levels you enter 1 and 2 in the boxes. See the second figure standing above. Then, select the independent variables (choose gender, motive and stable) in the ‘Independents:’ box. There are several methods for discriminant analyses, but here we will only use ‘Enter independents together’, which is standard selected. Button Statistics… Here you can indicate those statistics that are desired in discriminant analysis. Often these include: Means: The means and standard deviations for each variable for each group (the two levels of category in this case), and for the entire sample. Univariate ANOVAs: This compares the mean values for each group for each variable to see if there are significant univariate differences between means. Box’s M: A test for the equality of the group covariance matrices. For sufficiently large samples, a non- significant p value means there is insufficient evidence that the matrices differ. The test is sensitive to departures from multivariate normality. Unstandardized Function Coefficients: The unstandardized coefficients of the discriminant equation based on the raw scores of discriminating variables.
  • 2. Button Classify… Many classification options can be selected here, such as prior probabilities and plots. Also, a summary table can be requested. Button Save… This option allows you to save as new variables: Predicted group membership, Discriminant Scores and Probabilities of group membership. Output of running Discriminant Analyses We performed a discriminant analysis selecting ‘Enter independents together’. The descriptives Univariate Anova’s Box’s M and unstandardized function coefficients are requested. A within-groups covariance matrix is used, and a summary table and a leave-one-out classification are requested (under Button Classify…). The SPSS output is enormous, so we only indicate some of the relevant information here. Tests of Equality of Group Means 1,000 ,007 1 48 ,934 ,938 3,200 1 48 ,080 ,679 22,722 1 48 ,000 STUDENTS EMOTIONAL STABILITY 1=FEMALE 2=MALE STUDENTS MOTIVATION Wilks' Lambda F df1 df2 Sig. In the table ‘Tests of Equality of Group Means’ the results of univariate ANOVA’s, carried out for each independent variable, are presented. Here, only student’s motivation (variable motive) differ (Sig. = ,000) for the two groups (PhD completed and PhD not completed). Box's Test of Equality of Covariance Matrices Log Determinants 3 -,952 3 -1,023 3 -,890 1=COMPLETED PHD, 2=DID NOT COMPLETE PHDFINISH NOT FINISH Pooled within-groups Rank Log Determinant The ranks and natural logarithms of determinants printed are those of the group covariance matrices. Test Results 4,679 ,727 6 16693,132 ,628 Box's M Approx. df1 df2 Sig. F Tests null hypothesis of equal population covariance matrices. The significance value of 0,628 indicates that the data do not differ significantly from multivariate normal. This means one can proceed with the analysis. Summary of Canonical Discriminant Functions Eigenvalues ,514a 100,0 100,0 ,583 Function 1 Eigenvalue % of Variance Cumulative % Canonical Correlation First 1 canonical discriminant functions were used in the analysis. a. An eigenvalue indicates the proportion of variance explained. (Between-groups sums of squares divided by within-groups sums of squares). A large eigenvalue is associated with a strong function.
  • 3. The canonical relation is a correlation between the discriminant scores and the levels of the dependent variable. A high correlation indicates a function that discriminates well. The present correlation of 0.583 is not extremely high (1.00 is perfect). Wilks' Lambda ,661 19,286 3 ,000 Test of Function(s) 1 Wilks' Lambda Chi-square df Sig. Wilks’ Lambda is the ratio of within-groups sums of squares to the total sums of squares. This is the proportion of the total variance in the discriminant scores not explained by differences among groups. A lambda of 1.00 occurs when observed group means are equal (all the variance is explained by factors other than difference between those means), while a small lambda occurs when within-groups variability is small compared to the total variability. A small lambda indicates that group means appear to differ. The associated significance value indicate whether the difference is significant. Here, the Lambda of 0,661 has a significant value (Sig. = 0,000); thus, the group means appear to differ. The ‘Canonical Discriminant Function Coefficients’ indicate the unstandardized scores concerning the independent variables. It is the list of coefficients of the unstandardized discriminant equation. Each subject’s discriminant score would be computed by entering his or her variable values (raw data) for each of the variables in the equation. ‘Functions at Group Centroide’ indicates the average discriminant score for subjects in the two groups. More specifically, the discriminant score for each group when the variable means (rather than individual values for each subject) are entered into the discriminant equation. Note that the two scores are equal in absolute value but have opposite signs. ‘Classification Results’ is a simple summary of number and percent of subjects classified correctly and incorrectly. The ‘leave-one- out classification’ is a cross-validation method, of which the results are also presented. Canonical Discriminant Function Coefficients -,001 -,595 1,169 -8,327 STUDENTS EMOTIONAL STABILITY 1=FEMALE 2=MALE STUDENTS MOTIVATION (Constant) 1 Function Unstandardized coefficients Functions at Group Centroids ,702 -,702 1=COMPLETED PHD, 2=DID NOT COMPLETE PHDFINISH NOT FINISH 1 Function Unstandardized canonical discriminant functions evaluated at group means Classification Resultsb,c 20 5 25 6 19 25 80,0 20,0 100,0 24,0 76,0 100,0 20 5 25 7 18 25 80,0 20,0 100,0 28,0 72,0 100,0 1=COMPLETED PHD, 2=DID NOT COMPLETE PHD FINISH NOT FINISH FINISH NOT FINISH FINISH NOT FINISH FINISH NOT FINISH Count % Count % Original Cross-validateda FINISH NOT FINISH Predicted Group Membership Total Cross validation is done only for those cases in the analysis. In cross validation, each case is classified by the functions derived from all cases other than that case. a. 78,0% of original grouped cases correctly classified.b. 76,0% of cross-validated grouped cases correctly classified.c.