The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data

Chi-Ying Leung

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 369-386

Abstract: Classification of mixed categorical and continuous data is often performed using the location linear discriminant function which assumes across-location homoscedasticity. In this paper, we investigate the hazard arising from a routine application of the classifier under across-location heteroscedasticity. A limiting and a first-order asymptotic performance index are proposed and studied in a general setting. The first index studies the limiting behavior. The second index corrects the bias due to the finite sample size. Both indexes are illustrated under the assumption of unequal spherical covariance matrices across all the locations. This is likely to be the case in most classification problems dealing with mixed categorical and continuous data. Results of a numerical study are reported.

Keywords: Location; linear; discriminant; function; Across-location; heteroscedasticity; Expected; overall; error; rate; Performance; index; Asymptotic; expansions (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(02)00057-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:84:y:2003:i:2:p:369-386

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().