Specifying Separate-Groups Covariance Matrices

Since Box's M is significant, it's worth running a second analysis to see whether using a separate-groups covariance matrix changes the classification.

Figure 1. Discriminant Analysis dialog
Discriminant Analysis dialog
  1. To obtain a classification using a separate-groups covariance matrix, recall the Discriminant Analysis dialog.
  2. Click Classify.
    Figure 2. Classification dialog
    Discriminant Analysis, Classification dialog
  3. Select Separate-groups.

    Note that with separate groups, leave-one-out classification is not available.

  4. Click Continue.
  5. Click OK in the Discriminant Analysis dialog.
Figure 3. Classification table for separate-groups covariance matrix
Classification table with observed values in the rows and predicted values in the columns

The classification results have not changed much, so it's probably not worth using separate covariance matrices. Box's M can be overly sensitive to large data files, which is likely what happened here.

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