PROC DISCRIM is used to classify observations into predefined groups. Which assumption does Linear Discriminant Analysis (LDA) in PROC DISCRIM make that Quadratic Discriminant Analysis (QDA) does not?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — b is correct because LDA (PROC DISCRIM default) assumes that all groups share the same within-group covariance matrix, producing linear decision boundaries. QDA (POOL=NO) allows each group to have its own covariance matrix, producing quadratic decision boundaries.
Full explanation below image
Full Explanation
B is correct because LDA (PROC DISCRIM default) assumes that all groups share the same within-group covariance matrix, producing linear decision boundaries. QDA (POOL=NO) allows each group to have its own covariance matrix, producing quadratic decision boundaries. This makes LDA more parsimonious but QDA more flexible. A is wrong; LDA allows different group means (that's the entire basis for discrimination). C is wrong; both LDA and QDA assume multivariate normality. D is wrong; QDA actually requires more observations to estimate separate covariance matrices per group.