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Find the relative importance of each discriminant function. Determine the number of discriminant functions required

INSTRUCTIONS TO CANDIDATES
ANSWER ALL QUESTIONS

Applied Multivariate Data Analysis 

1. Recall the data set “T5 5 FBEETLES.DAT” (can be found in Canvas) from HW 3.

(a) Find the Fisher’s classification function z = (y¯1 − y¯2)′S−p 1y and the cutoff point  1 (z¯1 +z¯2).

(b) Find the classification table (confusion matrix) using the Fisher’s linear classification rule found in part (a), applied to the training data.

(c) (Graduate students only) Suppose, in nature, the proportions of two species of flea beetles are given as Haltica oleracea : Haltica carduorum = 0.9 : 0.1, and hence the prior is given as p1 = 0.9, and p2 = 0.1. If we want to reflect this prior to our classification rule, we can apply the normal-based classification rule. Assume the misclassification costs are the same (i.e., c12 = c21).  Update the cutoff point accordingly, and describe how does the imbalanced prior affect the classification rule.

2. The data set “T6 2 ROOT.DAT” (can be found in Canvas) includes  the  measurements  of apple trees of six different rootstocks.

(a) Find the eigenvalues and eigenvectors of E−1H. 

(b) Find the relative importance of each discriminant function. Determine the number of discriminant functions required to account for 90% of relative importance.

(c) (Graduate students only) Plot the first two discriminant function for each observation and for the mean vectors. Describe what you observed.

(d) Assuming equal misclassification costs and priors, conduct the linear classification and find the classification table (confusion matrix).

3. Use the data set “T3 8 GLUCOSE.DAT” (can be found in Canvas).

(a) Find canonical correlations between (y1, y2, y3) and (x1, x2, x3).

(b) Find the standardized coefficients for the canonical variates, and interpret the results.

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