The Effect of Prior Probability on Skill in Two-Group Discriminant Analysis

The Effect of Prior Probability on Skill in Two-Group Discriminant Analysis Although the weights in a discriminant function (both linear and quadratic) are independent of group prior probabilities, the performance of the classifier (on the training and validation data) is sensitively dependent on these often unknown probabilities. After reviewing some defects of a popular measure of performance in the situation where the group sizes are naturally disproportionate, three alternative measures of performance (or association) are considered and it is shown that the behavior of the measures as a function of group prior probability is different between measures. Consequently, the optimum choice of the group prior probability depends on the specific measure of performance. Among the measures considered, only two measures - the index of mean square contingency and the Heidke Skill Statistic - are found to be well defined in the disparate-group size situation, and are, therefore, recommended. An empirical data set, dealing with delinquency among high school students is employed to illustrate all of the findings. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

The Effect of Prior Probability on Skill in Two-Group Discriminant Analysis

Loading next page...
 
/lp/springer_journal/the-effect-of-prior-probability-on-skill-in-two-group-discriminant-0tftMo9XuV
Publisher
Springer Journals
Copyright
Copyright © 1998 by Kluwer Academic Publishers
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1023/A:1004359127048
Publisher site
See Article on Publisher Site

Abstract

Although the weights in a discriminant function (both linear and quadratic) are independent of group prior probabilities, the performance of the classifier (on the training and validation data) is sensitively dependent on these often unknown probabilities. After reviewing some defects of a popular measure of performance in the situation where the group sizes are naturally disproportionate, three alternative measures of performance (or association) are considered and it is shown that the behavior of the measures as a function of group prior probability is different between measures. Consequently, the optimum choice of the group prior probability depends on the specific measure of performance. Among the measures considered, only two measures - the index of mean square contingency and the Heidke Skill Statistic - are found to be well defined in the disparate-group size situation, and are, therefore, recommended. An empirical data set, dealing with delinquency among high school students is employed to illustrate all of the findings.

Journal

Quality & QuantitySpringer Journals

Published: Oct 6, 2004

References

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off