A METHODOLOGICAL COMPARISON BETWEEN STANDARD AND TWO STAGE MIXED INTEGER APPROACHES FOR DISCRIMINANT ANALYSIS
Toshiyuki Sueyoshi ()
Additional contact information
Toshiyuki Sueyoshi: Department of Management, New Mexico Institute of Mining and Technology, Socorro, New Mexico 87801-4796, USA
Asia-Pacific Journal of Operational Research (APJOR), 2005, vol. 22, issue 04, 513-528
Abstract:
A standard mixed integer programming (MIP) approach is compared with a two-stage MIP approach. A computational difference between the two DA (discriminant analysis) approaches is that the former uses a single MIP model to solve various classification problems and the latter uses two MIP models that classify all observations into one of two groups or an overlap at the first stage and then reclassify the overlapped observations at the second stage. In this study, the two MIP approaches are methodologically compared and then applied to a published data set related to Japanese banks. These classification performances are assessed by four hit rates. Based upon the comparison, it is confirmed that the two-stage approach performs at least as well as the standard approach.
Keywords: Discriminant analysis; integer programming (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0217595905000704
Access to full text is restricted to subscribers
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:wsi:apjorx:v:22:y:2005:i:04:n:s0217595905000704
Ordering information: This journal article can be ordered from
DOI: 10.1142/S0217595905000704
Access Statistics for this article
Asia-Pacific Journal of Operational Research (APJOR) is currently edited by Gongyun Zhao
More articles in Asia-Pacific Journal of Operational Research (APJOR) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().