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Hi allusing linear discriminant analysis in order to extract variables able to describe two groups I would like to know if the variable/ factor correlation can be interpretated as a VIP (variable impact projection). Can I to consider them the same?Thanks
The variable/ factor correlation calculates correlations (linear) between the scores in the initial variable space and in the discriminant factor space and it is ranged between 0 and 1.
The variable impact projection has a different meaning since each VIP coefficient measures the importance of an explanatory variable in the predictions of a dependant variable while considering all p components (for a regression purpose).
Variable with higher VIP values are more relevant to predict the response variable y.
Hope this helps.
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