Discriminant Analysis Statistics

Descriptives. Available options are means (including standard deviations), univariate ANOVAs, and Box's M test.

  • Means. Displays total and group means, as well as standard deviations for the independent variables.
  • Univariate ANOVAs. Performs a one-way analysis-of-variance test for equality of group means for each independent variable.
  • Box's M. A test for the equality of the group covariance matrices. For sufficiently large samples, a nonsignificant p value means there is insufficient evidence that the matrices differ. The test is sensitive to departures from multivariate normality.

Function Coefficients. Available options are Fisher's classification coefficients and unstandardized coefficients.

  • Fisher's. Displays Fisher's classification function coefficients that can be used directly for classification. A separate set of classification function coefficients is obtained for each group, and a case is assigned to the group for which it has the largest discriminant score (classification function value).
  • Unstandardized. Displays the unstandardized discriminant function coefficients.

Matrices. Available matrices of coefficients for independent variables are within-groups correlation matrix, within-groups covariance matrix, separate-groups covariance matrix, and total covariance matrix.

  • Within-groups correlation. Displays a pooled within-groups correlation matrix that is obtained by averaging the separate covariance matrices for all groups before computing the correlations.
  • Within-groups covariance. Displays a pooled within-groups covariance matrix, which may differ from the total covariance matrix. The matrix is obtained by averaging the separate covariance matrices for all groups.
  • Separate-groups covariance. Displays separate covariance matrices for each group.
  • Total covariance. Displays a covariance matrix from all cases as if they were from a single sample.

Choosing Statistics for a Discriminant Analysis

This feature requires the Statistics Base option.

  1. From the menus choose:

    Analyze > Classify > Discriminant...

  2. In the Discriminant Analysis dialog box, click Statistics.