IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v27y2012i4p585-604.html
   My bibliography  Save this article

Discriminant analysis for compositional data and robust parameter estimation

Author

Listed:
  • Peter Filzmoser
  • Karel Hron
  • Matthias Templ

Abstract

Compositional data, i.e. data including only relative information, need to be transformed prior to applying the standard discriminant analysis methods that are designed for the Euclidean space. Here it is investigated for linear, quadratic, and Fisher discriminant analysis, which of the transformations lead to invariance of the resulting discriminant rules. Moreover, it is shown that for robust parameter estimation not only an appropriate transformation, but also affine equivariant estimators of location and covariance are needed. An example and simulated data demonstrate the effects of working in an inappropriate space for discriminant analysis. Copyright Springer-Verlag 2012

Suggested Citation

  • Peter Filzmoser & Karel Hron & Matthias Templ, 2012. "Discriminant analysis for compositional data and robust parameter estimation," Computational Statistics, Springer, vol. 27(4), pages 585-604, December.
  • Handle: RePEc:spr:compst:v:27:y:2012:i:4:p:585-604
    DOI: 10.1007/s00180-011-0279-8
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-011-0279-8
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s00180-011-0279-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. He, Xuming & Fung, Wing K., 2000. "High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 151-162, February.
    2. Hron, K. & Templ, M. & Filzmoser, P., 2010. "Imputation of missing values for compositional data using classical and robust methods," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3095-3107, December.
    3. John Aitchison & Michael Greenacre, 2002. "Biplots of compositional data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(4), pages 375-392, October.
    4. Hubert, Mia & Van Driessen, Katrien, 2004. "Fast and robust discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 301-320, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Juan José Egozcue & Vera Pawlowsky-Glahn, 2019. "Compositional data: the sample space and its structure," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 599-638, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Todorov, Valentin & Filzmoser, Peter, 2010. "Robust statistic for the one-way MANOVA," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 37-48, January.
    2. Mia Hubert & Stephan Van der Veeken, 2010. "Robust classification for skewed data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(4), pages 239-254, December.
    3. Maria Anna Di Palma & Michele Gallo, 2019. "External Information Model in a Compositional Perspective: Evaluation of Campania Adolescents’ Preferences in the Allocation of Leisure-Time," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 146(1), pages 117-133, November.
    4. Matías Salibián-Barrera & Stefan Aelst & Gert Willems, 2008. "Fast and robust bootstrap," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(1), pages 41-71, February.
    5. Valentin Todorov, 2007. "Robust selection of variables in linear discriminant analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 395-407, February.
    6. Croux, Christophe & Joossens, Kristel, 2005. "Influence of observations on the misclassification probability in quadratic discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 384-403, October.
    7. Pires, Ana M. & Branco, João A., 2010. "Projection-pursuit approach to robust linear discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2464-2485, November.
    8. Todorov, Valentin & Filzmoser, Peter, 2009. "An Object-Oriented Framework for Robust Multivariate Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i03).
    9. Stefan Van Aelst & Gert Willems, 2010. "Inference for robust canonical variate analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 181-197, September.
    10. Sajobi, Tolulope T. & Lix, Lisa M. & Dansu, Bolanle M. & Laverty, William & Li, Longhai, 2012. "Robust descriptive discriminant analysis for repeated measures data," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2782-2794.
    11. Md. Matiur Rahaman & Md. Nurul Haque Mollah, 2019. "Robustification of Gaussian Bayes Classifier by the Minimum β-Divergence Method," Journal of Classification, Springer;The Classification Society, vol. 36(1), pages 113-139, April.
    12. Claudio Agostinelli & Luca Greco, 2019. "Weighted likelihood estimation of multivariate location and scatter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 756-784, September.
    13. repec:jss:jstsof:32:i03 is not listed on IDEAS
    14. Valentin Todorov, 2007. "Robust selection of variables in linear discriminant analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 395-407, February.
    15. Nikola Štefelová & Andreas Alfons & Javier Palarea-Albaladejo & Peter Filzmoser & Karel Hron, 2021. "Robust regression with compositional covariates including cellwise outliers," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(4), pages 869-909, December.
    16. B. Baris Alkan & Afsin Sahin, 2011. "Measuring inequalities in the distribution of health workers by bi-plot approach: The case of Turkey," Journal of Economics and Behavioral Studies, AMH International, vol. 2(2), pages 57-66.
    17. Michael Greenacre, 2016. "Selection and statistical analysis of compositional ratios," Economics Working Papers 1551, Department of Economics and Business, Universitat Pompeu Fabra.
    18. Giovanni C. Porzio & Giancarlo Ragozini & Domenico Vistocco, 2008. "On the use of archetypes as benchmarks," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 419-437, September.
    19. Javier Palarea-Albaladejo & Josep Martín-Fernández & Jesús Soto, 2012. "Dealing with Distances and Transformations for Fuzzy C-Means Clustering of Compositional Data," Journal of Classification, Springer;The Classification Society, vol. 29(2), pages 144-169, July.
    20. Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho, 2008. "Pair-perturbation influence functions of nongaussianity by projection pursuit," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 3971-3987, April.
    21. Michael Greenacre & Paul Lewi, 2005. "Distributional equivalence and subcompositional coherence in the analysis of contingency tables, ratio-scale measurements and compositional data," Economics Working Papers 908, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2007.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:27:y:2012:i:4:p:585-604. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.