Marcin Owczarczuk () (Department of Applied Econometrics, Warsaw School of Economics)
Abstract
Discriminant 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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Paper provided by Department of Applied Econometrics, Warsaw School of Economics in its series Working Papers with number
6.
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