Size of Test for Dimensionality in Discriminant Analysis

  • Hwang, Chang-Ha (Dept. of Statistics, Catholic University of Taegu-Hyosung)
  • Published : 1995.12.30

Abstract

In discriminant analysis the procedures commonly used to estimate the dimensionality involve testing a sequence of dimensionality hypotheses. There is a problem with the size of the test since dimensionality hypotheses are tested sequentially and thus they are actually conditional tests. The focus of this paper is "How is the size of the test affected by viewing this sequence of tests as conditional tests?".

Keywords