The Connection Between the Logit Model, Normal Discriminant Analysis Model, and the Multivariate Normal Miztures
The relationship between the logit model, normal discriminant analysis (NDA) model, and the mixtures of multivariate normal distributions (MMND) model is discussed. It is shown that the likelihood equations for MMND model can be obtained from the likelihood equations for the NDA model by simply replacing the index variables with weights that are the logistic probabilities, and that all three models use the same linear discriminant function to classify observations into different populations. Some implications of these relationships for data analysis are also discussed.
Logitmodel normal discriminant analysis multivariate normal distribution iteratively weighted least squares estimate EM algorithm.
Cheng Weihu
College of Applied Sciences, Beijing University of Technology, P.R.China, 100124
国际会议
2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)
烟台
英文
1-5
2008-08-14（万方平台首次上网日期，不代表论文的发表时间）