DISCRIMINANT DIAGNOSTICS

I discuss diagnostic methods for discriminant analysis. The equivalenc e with linear regression is noted and regression diagnostics are consi dered. The leverage is a function of the linear discriminant function and the Mahalanobis distance of the observation from the group mean. T he distribution of this distance is approximately chi-square with degr ees of freedom equal to the number of variables. Standard tests may be used to examine the normality assumption. Some examples are given.