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discriminant analysis

By erica liberto | Oct 20, 2016 03:11PM CEST

Hi all
using 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

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By Thomas | Oct 21, 2016 03:07PM CEST | XLSTAT Agent

Hello,

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.

Regards,

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