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| 線形判別分析(LDA× | 多変量分散分析 (MANOVA)× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Hypothesis test | Hypothesis test |
| 提唱年≠ | 1936 | 1932 |
| 提唱者≠ | Ronald A. Fisher | Samuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.) |
| 種類≠ | Parametric linear classifier / dimensionality reduction | Parametric multivariate mean comparison |
| 原典≠ | Fisher, R.A. (1936). The Use of Multiple Measurements in Taxonomic Problems. Annals of Eugenics, 7(2), 179–188. DOI ↗ | Tabachnick, B.G. & Fidell, L.S. (2013). Using Multivariate Statistics (6th ed.). Pearson. ISBN: 978-0205849574 |
| 別名≠ | LDA, Fisher's LDA, Fisher's linear discriminant, discriminant function analysis | Multivariate ANOVA, Çok Değişkenli ANOVA (MANOVA) |
| 関連≠ | 7 | 5 |
| 概要≠ | Linear Discriminant Analysis (LDA) is a parametric supervised classification method that finds the linear combination of continuous predictors that best separates two or more predefined groups. Introduced by Ronald A. Fisher in his landmark 1936 paper on taxonomic measurements, it simultaneously serves as a classifier and a dimensionality-reduction tool, and can be understood as the classification-oriented counterpart of MANOVA. | MANOVA is a parametric hypothesis test that simultaneously compares group means across multiple continuous dependent variables, controlling the inflation of Type I error that would result from running separate ANOVAs. Key multivariate test statistics — Wilks' Lambda, Pillai's Trace, Hotelling-Lawley Trace, and Roy's Greatest Root — were developed between the 1930s and 1950s, with Wilks' Lambda formalised by Samuel Stanley Wilks in 1932. |
| ScholarGateデータセット ↗ |
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