Prediction of Euclidean distances with discrete and continuous outcomes

F. Mortier, S. Robin, S. Lassalvy, C.P. Baril and A. Bar-Hen

Journal of Multivariate Analysis, 2006, vol. 97, issue 8, 1799-1814

Abstract: The objective of this paper is first to predict generalized Euclidean distances in the context of discrete and quantitative variables and then to derive their statistical properties. We first consider the simultaneous modelling of discrete and continuous random variables with covariates and obtain the likelihood. We derive an important property useful for its practical maximization. We then study the prediction of any Euclidean distances and its statistical proprieties, especially for the Mahalanobis distance. The quality of distance estimation is analyzed through simulations. This results are applied to our motivating example: the official distinction procedure of rapeseed varieties.

Keywords: Multivariate; probit; model; Euclidean; distance; Mahalanobis; distance; Varietal; distinctness (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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