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Estimation of Error Rates in Discriminant Analysis
Abstract
Several methods of estimating error rates in Discriminant Analysis are evaluated by sampling methods. Multivariate normal samples are generated on a computer which have various true probabilities of misclassification for different combinations of sample sizes and different numbers of parameters. The two methods in most common use are found to be significantly poorer than some new methods that are proposed.
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Citations
Cited by
Bootstrap methods: another look at the jackknife
Efron, B. (1979) · The Annals of Statistics · doi:10.1214/aos/1176344552 · Cited by 17,602
Cross validatory choice and assessment of statistical predictions
Stone, M. (1974) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1974.tb00994.x · Cited by 10,881
A survey of cross-validation procedures for model selection
Arlot, S., & Celisse, A. (2010) · Statistics Surveys · doi:10.1214/09-ss054 · Cited by 3,522
The Predictive Sample Reuse Method with Applications
Geisser, S. (1975) · Journal of the American Statistical Association · doi:10.1080/01621459.1975.10479865 · Cited by 2,748
Estimating the error rate of a prediction rule: improvement on cross-validation
Efron, B. (1983) · Journal of the American Statistical Association · doi:10.1080/01621459.1983.10477973 · Cited by 2,300
Metadata
- Authors
- Lachenbruch, P. A., & Mickey, M. R.
- Venue
- Technometrics
- Publisher
- Informa UK Limited
- Published
- 1968-02
- Volume
- 10
- Issue
- 1
- Pages
- 1-11
- ISSN
- 0040-1706 (ISSN-L)
- 1537-2723
- OpenAlex
- W2079100340
- Cited by
- 1,563
- References
- 0
- FWCI
- 9.51
- Type
- journal article
- Language
- en
- Open access
- closed
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- Lachenbruch, P. A., & Mickey, M. R. (1968). Estimation of Error Rates in Discriminant Analysis. Technometrics. https://doi.org/10.1080/00401706.1968.10490530
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