Data samples; Classification rules; Choice; Discriminant analysis; Echantillon; Règles de classement; Choix; Analyse discriminante
Abstract :
[en] A simulation study is performed to evaluate, in discriminant analysis, the relative performance of the linear, quadratic and logistic rules, on 52,800 sample couples, characterized by the distribution and the overlap of the populations, the number of variables, the samples size and the theoretical heteroscedasticity degree of the populations, defined in the study. For each sample couple, the relative error of the actual error rate of each classification rule is computed as well as the estimated heteroscedasticity degree and the multinormality test's statistic. The results obtained helps to notice that the linear rule can be advised when the multinormality hypothesis is accepted and the logistic rule in the other cases. The quadratic rule gives the lowest performance in most of the considered cases. Anoter method is based on the estimated heteroscedasticity and normality degrees of the considered sample couple. [fr] Une étude sur base de simulations est faite en vue d'analyser la performance relative des règles linéaire, quadratique et logistique en analyse discriminante. Cette étude est réalisée à partir de 52.800 couples d'échantillons caractérisés par la distribution et le recouvrement des populations simulées, le nombre de variables et la taille des échantillons ainsi que le degré d'hétéroscédasticité du modèle. Pour chaque couple d'échantillons, l'erreur relative du taux d'erreur réel de chaque règle est calculée de même que le degré d'hétéroscédasticité estimé et la statistique du test de multinormalité. Les résultats obtenus permettent de noter que la règle linéaire donne les meilleures performances en cas d'acceptation de l'hypothèse de multinormalité et la règle logistique est meilleure dans les autres situations. La règle quadratique donne les plus faibles performances dans la plupart des cas. Une autre méthode basée sur les degrés de normalité et d'hétéroscédasticité des couples d'échantillons est aussi proposée.
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