Example 32.3 Normal-Theory Discriminant Analysis of Iris Data
In this example, PROC DISCRIM uses normal-theory methods to classify the iris data used in Example 32.1. The POOL=TEST option tests the homogeneity of the within-group covariance matrices (Output 32.3.3). Since the resulting test statistic is significant at the 0.10 level, the within-group covariance matrices are used to derive the quadratic discriminant criterion. The WCOV and PCOV options display the within-group covariance matrices and the pooled covariance matrix (Output 32.3.2). The DISTANCE option displays squared distances between classes (Output 32.3.4). The ANOVA and MANOVA options test the hypothesis that the class means are equal, by using univariate statistics and multivariate statistics; all statistics are significant at the 0.0001 level (Output 32.3.5). The LISTERR option lists the misclassified observations under resubstitution (Output 32.3.6). The CROSSLISTERR option lists the observations that are misclassified under cross validation and displays cross validation error-rate estimates (Output 32.3.7). The resubstitution error count estimate, 0.02, is not larger than the cross validation error count estimate, 0.0267, as would be expected because the resubstitution estimate is optimistically biased. The OUTSTAT= option generates a TYPE=MIXED (because POOL=TEST) output data set containing various statistics such as means, covariances, and coefficients of the discriminant function (Output 32.3.8).
The following statements produce Output 32.3.1 through Output 32.3.8:
title 'Discriminant Analysis of Fisher (1936) Iris Data';
title2 'Using Quadratic Discriminant Function';
proc discrim data=sashelp.iris outstat=irisstat
wcov pcov method=normal pool=test
distance anova manova listerr crosslisterr;
class Species;
var SepalLength SepalWidth PetalLength PetalWidth;
run;
proc print data=irisstat;
title2 'Output Discriminant Statistics';
run;
Output 32.3.1
Quadratic Discriminant Analysis of Iris Data
Setosa |
50 |
50.0000 |
0.333333 |
0.333333 |
Versicolor |
50 |
50.0000 |
0.333333 |
0.333333 |
Virginica |
50 |
50.0000 |
0.333333 |
0.333333 |
Output 32.3.2
Covariance Matrices
The DISCRIM Procedure
Within-Class Covariance Matrices
Sepal Length (mm) |
12.42489796 |
9.92163265 |
1.63551020 |
1.03306122 |
Sepal Width (mm) |
9.92163265 |
14.36897959 |
1.16979592 |
0.92979592 |
Petal Length (mm) |
1.63551020 |
1.16979592 |
3.01591837 |
0.60693878 |
Petal Width (mm) |
1.03306122 |
0.92979592 |
0.60693878 |
1.11061224 |
Sepal Length (mm) |
26.64326531 |
8.51836735 |
18.28979592 |
5.57795918 |
Sepal Width (mm) |
8.51836735 |
9.84693878 |
8.26530612 |
4.12040816 |
Petal Length (mm) |
18.28979592 |
8.26530612 |
22.08163265 |
7.31020408 |
Petal Width (mm) |
5.57795918 |
4.12040816 |
7.31020408 |
3.91061224 |
Sepal Length (mm) |
40.43428571 |
9.37632653 |
30.32897959 |
4.90938776 |
Sepal Width (mm) |
9.37632653 |
10.40040816 |
7.13795918 |
4.76285714 |
Petal Length (mm) |
30.32897959 |
7.13795918 |
30.45877551 |
4.88244898 |
Petal Width (mm) |
4.90938776 |
4.76285714 |
4.88244898 |
7.54326531 |
The DISCRIM Procedure
Sepal Length (mm) |
26.50081633 |
9.27210884 |
16.75142857 |
3.84013605 |
Sepal Width (mm) |
9.27210884 |
11.53877551 |
5.52435374 |
3.27102041 |
Petal Length (mm) |
16.75142857 |
5.52435374 |
18.51877551 |
4.26653061 |
Petal Width (mm) |
3.84013605 |
3.27102041 |
4.26653061 |
4.18816327 |
4 |
5.35332 |
4 |
7.54636 |
4 |
9.49362 |
4 |
8.46214 |
Output 32.3.3
Homogeneity Test
The DISCRIM Procedure
Test of Homogeneity of Within Covariance Matrices
Since the Chi-Square value is significant at the 0.1 level, the within covariance matrices will be used in the discriminant function.
Reference: Morrison, D.F. (1976) Multivariate Statistical Methods p252.
Output 32.3.4
Squared Distances
The DISCRIM Procedure
0 |
103.19382 |
168.76759 |
323.06203 |
0 |
13.83875 |
706.08494 |
17.86670 |
0 |
5.35332 |
110.74017 |
178.26121 |
328.41535 |
7.54636 |
23.33238 |
711.43826 |
25.41306 |
9.49362 |
Output 32.3.5
Tests of Equal Class Means
The DISCRIM Procedure
Sepal Length (mm) |
8.2807 |
5.1479 |
7.9506 |
0.6187 |
1.6226 |
119.26 |
<.0001 |
Sepal Width (mm) |
4.3587 |
3.3969 |
3.3682 |
0.4008 |
0.6688 |
49.16 |
<.0001 |
Petal Length (mm) |
17.6530 |
4.3033 |
20.9070 |
0.9414 |
16.0566 |
1180.16 |
<.0001 |
Petal Width (mm) |
7.6224 |
2.0465 |
8.9673 |
0.9289 |
13.0613 |
960.01 |
<.0001 |
0.02343863 |
199.15 |
8 |
288 |
<.0001 |
1.19189883 |
53.47 |
8 |
290 |
<.0001 |
32.47732024 |
582.20 |
8 |
203.4 |
<.0001 |
32.19192920 |
1166.96 |
4 |
145 |
<.0001 |
Output 32.3.6
Misclassified Observations: Resubstitution
The DISCRIM Procedure
Classification Results for Calibration Data: SASHELP.IRIS
Resubstitution Results using Quadratic Discriminant Function
* |
0.0000 |
0.3359 |
0.6641 |
* |
0.0000 |
0.1543 |
0.8457 |
* |
0.0000 |
0.6050 |
0.3950 |
* Misclassified observation
The DISCRIM Procedure
Classification Summary for Calibration Data: SASHELP.IRIS
Resubstitution Summary using Quadratic Discriminant Function
0.0000 |
0.0400 |
0.0200 |
0.0200 |
0.3333 |
0.3333 |
0.3333 |
|
Output 32.3.7
Misclassified Observations: Cross Validation
The DISCRIM Procedure
Classification Results for Calibration Data: SASHELP.IRIS
Cross-validation Results using Quadratic Discriminant Function
* |
0.0000 |
0.3134 |
0.6866 |
* |
0.0000 |
0.1616 |
0.8384 |
* |
0.0000 |
0.0713 |
0.9287 |
* |
0.0000 |
0.6632 |
0.3368 |
* Misclassified observation
The DISCRIM Procedure
Classification Summary for Calibration Data: SASHELP.IRIS
Cross-validation Summary using Quadratic Discriminant Function
0.0000 |
0.0600 |
0.0200 |
0.0267 |
0.3333 |
0.3333 |
0.3333 |
|
Output 32.3.8
Output Statistics from Iris Data
|
N |
|
150.00 |
150.00 |
150.00 |
150.00 |
Setosa |
N |
|
50.00 |
50.00 |
50.00 |
50.00 |
Versicolor |
N |
|
50.00 |
50.00 |
50.00 |
50.00 |
Virginica |
N |
|
50.00 |
50.00 |
50.00 |
50.00 |
|
MEAN |
|
58.43 |
30.57 |
37.58 |
11.99 |
Setosa |
MEAN |
|
50.06 |
34.28 |
14.62 |
2.46 |
Versicolor |
MEAN |
|
59.36 |
27.70 |
42.60 |
13.26 |
Virginica |
MEAN |
|
65.88 |
29.74 |
55.52 |
20.26 |
Setosa |
PRIOR |
|
0.33 |
0.33 |
0.33 |
0.33 |
Versicolor |
PRIOR |
|
0.33 |
0.33 |
0.33 |
0.33 |
Virginica |
PRIOR |
|
0.33 |
0.33 |
0.33 |
0.33 |
Setosa |
CSSCP |
SepalLength |
608.82 |
486.16 |
80.14 |
50.62 |
Setosa |
CSSCP |
SepalWidth |
486.16 |
704.08 |
57.32 |
45.56 |
Setosa |
CSSCP |
PetalLength |
80.14 |
57.32 |
147.78 |
29.74 |
Setosa |
CSSCP |
PetalWidth |
50.62 |
45.56 |
29.74 |
54.42 |
Versicolor |
CSSCP |
SepalLength |
1305.52 |
417.40 |
896.20 |
273.32 |
Versicolor |
CSSCP |
SepalWidth |
417.40 |
482.50 |
405.00 |
201.90 |
Versicolor |
CSSCP |
PetalLength |
896.20 |
405.00 |
1082.00 |
358.20 |
Versicolor |
CSSCP |
PetalWidth |
273.32 |
201.90 |
358.20 |
191.62 |
Virginica |
CSSCP |
SepalLength |
1981.28 |
459.44 |
1486.12 |
240.56 |
Virginica |
CSSCP |
SepalWidth |
459.44 |
509.62 |
349.76 |
233.38 |
Virginica |
CSSCP |
PetalLength |
1486.12 |
349.76 |
1492.48 |
239.24 |
Virginica |
CSSCP |
PetalWidth |
240.56 |
233.38 |
239.24 |
369.62 |
|
PSSCP |
SepalLength |
3895.62 |
1363.00 |
2462.46 |
564.50 |
|
PSSCP |
SepalWidth |
1363.00 |
1696.20 |
812.08 |
480.84 |
|
PSSCP |
PetalLength |
2462.46 |
812.08 |
2722.26 |
627.18 |
|
PSSCP |
PetalWidth |
564.50 |
480.84 |
627.18 |
615.66 |
|
BSSCP |
SepalLength |
6321.21 |
-1995.27 |
16524.84 |
7127.93 |
|
BSSCP |
SepalWidth |
-1995.27 |
1134.49 |
-5723.96 |
-2293.27 |
|
BSSCP |
PetalLength |
16524.84 |
-5723.96 |
43710.28 |
18677.40 |
|
BSSCP |
PetalWidth |
7127.93 |
-2293.27 |
18677.40 |
8041.33 |
|
CSSCP |
SepalLength |
10216.83 |
-632.27 |
18987.30 |
7692.43 |
|
CSSCP |
SepalWidth |
-632.27 |
2830.69 |
-4911.88 |
-1812.43 |
|
CSSCP |
PetalLength |
18987.30 |
-4911.88 |
46432.54 |
19304.58 |
|
CSSCP |
PetalWidth |
7692.43 |
-1812.43 |
19304.58 |
8656.99 |
|
RSQUARED |
|
0.62 |
0.40 |
0.94 |
0.93 |
Setosa |
COV |
SepalLength |
12.42 |
9.92 |
1.64 |
1.03 |
Setosa |
COV |
SepalWidth |
9.92 |
14.37 |
1.17 |
0.93 |
Setosa |
COV |
PetalLength |
1.64 |
1.17 |
3.02 |
0.61 |
Setosa |
COV |
PetalWidth |
1.03 |
0.93 |
0.61 |
1.11 |
Versicolor |
COV |
SepalLength |
26.64 |
8.52 |
18.29 |
5.58 |
Versicolor |
COV |
SepalWidth |
8.52 |
9.85 |
8.27 |
4.12 |
Versicolor |
COV |
PetalLength |
18.29 |
8.27 |
22.08 |
7.31 |
Versicolor |
COV |
PetalWidth |
5.58 |
4.12 |
7.31 |
3.91 |
Virginica |
COV |
SepalLength |
40.43 |
9.38 |
30.33 |
4.91 |
Virginica |
COV |
SepalWidth |
9.38 |
10.40 |
7.14 |
4.76 |
Virginica |
COV |
PetalLength |
30.33 |
7.14 |
30.46 |
4.88 |
Virginica |
COV |
PetalWidth |
4.91 |
4.76 |
4.88 |
7.54 |
|
PCOV |
SepalLength |
26.501 |
9.2721 |
16.751 |
3.840 |
|
PCOV |
SepalWidth |
9.272 |
11.5388 |
5.524 |
3.271 |
|
PCOV |
PetalLength |
16.751 |
5.5244 |
18.519 |
4.267 |
|
PCOV |
PetalWidth |
3.840 |
3.2710 |
4.267 |
4.188 |
|
BCOV |
SepalLength |
63.212 |
-19.9527 |
165.248 |
71.279 |
|
BCOV |
SepalWidth |
-19.953 |
11.3449 |
-57.240 |
-22.933 |
|
BCOV |
PetalLength |
165.248 |
-57.2396 |
437.103 |
186.774 |
|
BCOV |
PetalWidth |
71.279 |
-22.9327 |
186.774 |
80.413 |
|
COV |
SepalLength |
68.569 |
-4.2434 |
127.432 |
51.627 |
|
COV |
SepalWidth |
-4.243 |
18.9979 |
-32.966 |
-12.164 |
|
COV |
PetalLength |
127.432 |
-32.9656 |
311.628 |
129.561 |
|
COV |
PetalWidth |
51.627 |
-12.1639 |
129.561 |
58.101 |
Setosa |
STD |
|
3.525 |
3.7906 |
1.737 |
1.054 |
Versicolor |
STD |
|
5.162 |
3.1380 |
4.699 |
1.978 |
Virginica |
STD |
|
6.359 |
3.2250 |
5.519 |
2.747 |
|
PSTD |
|
5.148 |
3.3969 |
4.303 |
2.047 |
|
BSTD |
|
7.951 |
3.3682 |
20.907 |
8.967 |
|
STD |
|
8.281 |
4.3587 |
17.653 |
7.622 |
Setosa |
CORR |
SepalLength |
1.000 |
0.7425 |
0.267 |
0.278 |
Setosa |
CORR |
SepalWidth |
0.743 |
1.0000 |
0.178 |
0.233 |
Setosa |
CORR |
PetalLength |
0.267 |
0.1777 |
1.000 |
0.332 |
Setosa |
CORR |
PetalWidth |
0.278 |
0.2328 |
0.332 |
1.000 |
Versicolor |
CORR |
SepalLength |
1.000 |
0.5259 |
0.754 |
0.546 |
Versicolor |
CORR |
SepalWidth |
0.526 |
1.0000 |
0.561 |
0.664 |
Versicolor |
CORR |
PetalLength |
0.754 |
0.5605 |
1.000 |
0.787 |
Versicolor |
CORR |
PetalWidth |
0.546 |
0.6640 |
0.787 |
1.000 |
Virginica |
CORR |
SepalLength |
1.000 |
0.4572 |
0.864 |
0.281 |
Virginica |
CORR |
SepalWidth |
0.457 |
1.0000 |
0.401 |
0.538 |
Virginica |
CORR |
PetalLength |
0.864 |
0.4010 |
1.000 |
0.322 |
Virginica |
CORR |
PetalWidth |
0.281 |
0.5377 |
0.322 |
1.000 |
|
PCORR |
SepalLength |
1.000 |
0.5302 |
0.756 |
0.365 |
|
PCORR |
SepalWidth |
0.530 |
1.0000 |
0.378 |
0.471 |
|
PCORR |
PetalLength |
0.756 |
0.3779 |
1.000 |
0.484 |
|
PCORR |
PetalWidth |
0.365 |
0.4705 |
0.484 |
1.000 |
|
BCORR |
SepalLength |
1.000 |
-0.7451 |
0.994 |
1.000 |
|
BCORR |
SepalWidth |
-0.745 |
1.0000 |
-0.813 |
-0.759 |
|
BCORR |
PetalLength |
0.994 |
-0.8128 |
1.000 |
0.996 |
|
BCORR |
PetalWidth |
1.000 |
-0.7593 |
0.996 |
1.000 |
|
CORR |
SepalLength |
1.000 |
-0.1176 |
0.872 |
0.818 |
|
CORR |
SepalWidth |
-0.118 |
1.0000 |
-0.428 |
-0.366 |
|
CORR |
PetalLength |
0.872 |
-0.4284 |
1.000 |
0.963 |
|
CORR |
PetalWidth |
0.818 |
-0.3661 |
0.963 |
1.000 |
Setosa |
STDMEAN |
|
-1.011 |
0.8504 |
-1.301 |
-1.251 |
Versicolor |
STDMEAN |
|
0.112 |
-0.6592 |
0.284 |
0.166 |
Virginica |
STDMEAN |
|
0.899 |
-0.1912 |
1.016 |
1.085 |
Setosa |
PSTDMEAN |
|
-1.627 |
1.0912 |
-5.335 |
-4.658 |
Versicolor |
PSTDMEAN |
|
0.180 |
-0.8459 |
1.167 |
0.619 |
Virginica |
PSTDMEAN |
|
1.447 |
-0.2453 |
4.169 |
4.039 |
|
LNDETERM |
|
8.462 |
8.462 |
8.462 |
8.462 |
Setosa |
LNDETERM |
|
5.353 |
5.353 |
5.353 |
5.353 |
Versicolor |
LNDETERM |
|
7.546 |
7.546 |
7.546 |
7.546 |
Virginica |
LNDETERM |
|
9.494 |
9.494 |
9.494 |
9.494 |
Setosa |
QUAD |
SepalLength |
-0.095 |
0.062 |
0.023 |
0.024 |
Setosa |
QUAD |
SepalWidth |
0.062 |
-0.078 |
-0.006 |
0.011 |
Setosa |
QUAD |
PetalLength |
0.023 |
-0.006 |
-0.194 |
0.090 |
Setosa |
QUAD |
PetalWidth |
0.024 |
0.011 |
0.090 |
-0.530 |
Setosa |
QUAD |
_LINEAR_ |
4.455 |
-0.762 |
3.356 |
-3.126 |
Setosa |
QUAD |
_CONST_ |
-121.826 |
-121.826 |
-121.826 |
-121.826 |
Versicolor |
QUAD |
SepalLength |
-0.048 |
0.018 |
0.043 |
-0.032 |
Versicolor |
QUAD |
SepalWidth |
0.018 |
-0.099 |
-0.011 |
0.097 |
Versicolor |
QUAD |
PetalLength |
0.043 |
-0.011 |
-0.099 |
0.135 |
Versicolor |
QUAD |
PetalWidth |
-0.032 |
0.097 |
0.135 |
-0.436 |
Versicolor |
QUAD |
_LINEAR_ |
1.801 |
1.596 |
0.327 |
-1.471 |
Versicolor |
QUAD |
_CONST_ |
-76.549 |
-76.549 |
-76.549 |
-76.549 |
Virginica |
QUAD |
SepalLength |
-0.053 |
0.017 |
0.050 |
-0.009 |
Virginica |
QUAD |
SepalWidth |
0.017 |
-0.079 |
-0.006 |
0.042 |
Virginica |
QUAD |
PetalLength |
0.050 |
-0.006 |
-0.067 |
0.014 |
Virginica |
QUAD |
PetalWidth |
-0.009 |
0.042 |
0.014 |
-0.097 |
Virginica |
QUAD |
_LINEAR_ |
0.737 |
1.325 |
0.623 |
0.966 |
Virginica |
QUAD |
_CONST_ |
-75.821 |
-75.821 |
-75.821 |
-75.821 |
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