On modified discriminant analysis
AbstractDiscriminant analysis is mostly used to predict the value of a discrete dependent variable of an observation on the basis of a set of predictors. The commonly used criterion of the predictive power is the fraction of incorrectly predicted cases in the sample. In this article we construct a model for a modified discriminant problem. Namely to find a subpopulation of a given size having the highest percentage of observations of a chosen class. Our model maximizes the following criterion of the predictive power: the fraction of observations from chosen class in the found subpopulation.
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Bibliographic InfoPaper provided by Department of Applied Econometrics, Warsaw School of Economics in its series Working Papers with number 6.
Length: 15 pages
Date of creation: 22 May 2007
Date of revision:
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discriminant analysis; semiparametric estimation; smoothing; binary response;
Find related papers by JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-31, May.
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