Discriminant analysis
Aims
The course deals with discriminant analysis, with an illustration of all the related SAS/STST module procedures.
Who should attend
Statistical analysts, data mining experts, business users; topics covered refer mainly to marketing databases, credit risk assessment, fraud detection assessment and, in general, forecast modelling applications.
Prerequisites
Basic knowledge of the use of the SAS language is required and in general of multivariate analysis statistical techniques.
Course outline
- Discriminant Techniques and SAS Procedures
- Discriminant Analysis and comparison with Cluster Analysis
- Classification methods
- Preliminary Tests
- The Fisher approach: subsequent probability calculation, implementation in SAS, assessment of discriminant function Performances, new unit reclassification.
- Quadratic Discriminant Function
- Non-parametric Discriminant Analysis
- Legitimate Discriminant Analysis
- Variable Selection and Discriminant Analysis
Duration
The duration of the course is 2 days.