The FisherDA04.lng Model

Fisher's Discriminant analysis

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Fisher's Discriminant analysis (FisherDA.lng);
There are two categories of observations, type 0 and type 1,
which we wish to distinguish based on explanatory variables;
Key idea: Find a scoring formula:
score( i) = beta0 + beta1*xdat( k, 1) + beta2*xdat( i, 2) + ...
so to extent possible:
score( i) < 0 if observation i is of type 0,
score( i) > 0 if observation i is of type 1;
Reference: Fisher, R.A. (1936), “The Use of Multiple Measurements in Taxonomical Problems,”
Annals of Eugenics, vol. 7, pp. 179-188.;

Keywords:

Discriminant Analysis | Binary Choice | Categorical variables | Fisher | Random forest |