On the Properties of the SAVE Directions

Santiago Velilla

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 21, 4612-4627

Abstract: In quadratic discriminant analysis, the use of SAVE (Cook and Weisberg, 1991; Pardoe et al., 2007) is often recommended for dimension-reduction purposes. However, the associated directions tend to over-emphasize the differences of the groups in dispersion, ignoring at the same time those in location. This behavior makes often the plots of the corresponding canonical coordinates difficult to interpret. In this article, the properties of SAVE are investigated and related to those of the SIR and SIRII components. Applications with real data are presented. Comparisons with previous work in this area are also discussed.

Date: 2014
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DOI: 10.1080/03610926.2012.737499

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