On modified discriminant analysis

Marcin Owczarczuk

No 6, Working Papers from Department of Applied Econometrics, Warsaw School of Economics

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 (search for similar items in EconPapers)
JEL-codes: C14 C35 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2007-05-22
New Economics Papers: this item is included in nep-dcm
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