mahalanobis

  1. A

    Deriving the Mahalanobis distance formula, where is the mistake in my reasoning?

    The squared Mahalanobis distance/length of an observation vector x from its mean (assuming its the zero vector) is given by x^T * S^-1 * x S is the covariance matrix for any given observation x. x^T is the transpose of x This is my reasoning for how its derived. The covariance matrix S is...
  2. J

    how to determine whether the point is outside/within the ellipse in PCA

    Dear all, Happy New Year. Wish you a very successful year! I am creating PCA plots in R in an automated way and need a script to define whether the sample (red dot on the figure) is outside/within the circle. Does anyone have a good solution for it? So far I've been using mahalanobis distance...
  3. M

    Multivariate Outlier Detection

    Hi all, I want to compare the results of "classical multivariate mahalanobis distance" scores of 5 variables for 2 million cases and "minimum covariance determinant based mahalanobis distance" scores at 0.001 and 0.01 level respectively. Also I want to see this difference at the plot. In...
  4. K

    Measure of overlap between two sets of ratings (Mahalanobis?)

    Hi all, I would like to compute a measure of overlap between two sets of ratings made by the same individual. To illustrate, let’s assume the following: A sample of individuals (N = 20) are asked to rate their own personality on nine different dimensions (e.g., emotional stability...
  5. C

    Converting Group Centroids into Original Measurement Units in DFA

    I used SPSS to perform a discriminant function analysis on leg length which I am using to differentiate males and females in my sample. New measures are classified as male if the discriminant value is above the mean of the Group Centroids, or female, if the value is below. What I would like...
  6. S

    Mahalanobis distance among clusters obtained by Discriminant function Analysis

    Hi everyone I am new here and first of all I would to say hello. I have a question. I am trying to assess similarity among groups. I ran a discriminant function analysis using 10 variables and now I would like see how similar are the groups, so I was reading and I figured I could measure...
  7. B

    Mahalanobis distance in spss

    please show me how to generate mahalanobis distances using spss
  8. T

    Cluster analysis vs multicolinearity

    Hi you all, I hope you can help me with this following problem: 1. I've runned an factor analysis on my data for fifteen "need" items for sugar and sweets, with some knowledge from the company where I work for and background theorie, these items resulted in four factors. 2. Between these...