Discriminant Analysis with Singular Covariance Matrices: Methods and Applications to Spectroscopic Data

W. J. Krzanowski, P. Jonathan, W. V. McCarthy and M. R. Thomas

Journal of the Royal Statistical Society Series C, 1995, vol. 44, issue 1, 101-115

Abstract: Currently popular techniques such as experimental spectroscopy and computer‐aided molecular modelling lead to data having very many variables observed on each of relatively few individuals. A common objective is discrimination between two or more groups, but the direct application of standard discriminant methodology fails because of singularity of covariance matrices. The problem has been circumvented in the past by prior selection of a few transformed variables, using either principal component analysis or partial least squares. Although such selection ensures non‐singularity of matrices, the decision process is arbitrary and valuable information on group structure may be lost. We therefore consider some ways of estimating linear discriminant functions without such prior selection. Several spectroscopic data sets are analysed with each method, and questions of bias of assessment procedures are investigated. All proposed methods seem worthy of consideration in practice.

Date: 1995
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