Second order mathematical programming formulations for discriminant analysis (Q1319556)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Second order mathematical programming formulations for discriminant analysis
scientific article

    Statements

    Second order mathematical programming formulations for discriminant analysis (English)
    0 references
    31 May 1994
    0 references
    This paper introduces a nonparametric formulation based on mathematical programming (MP) for solving the classification problem in discriminant analysis, which differs from previously proposed MP-based models in that, even though the final discriminant function is linear in terms of the parameters to be estimated, the formulation is quadratic in terms of the predictor (attribute) variables. Including second order (i.e., quadratic and cross-product) terms of the attribute variables in the model is similar in concept to the usual treatment of multiple predictor variables in statistical methods such as Fisher's linear discriminant analysis, and allows an analysis of how including nonlinear terms and interaction effects affect the predictive ability of the estimated classification function.
    0 references
    0 references
    linear programming
    0 references
    linear statistical models
    0 references
    nonparametric
    0 references
    classification
    0 references
    discriminant analysis
    0 references
    0 references