Table 11.1, page 252.
use https://stats.idre.ucla.edu/stat/stata/examples/cama4/depress, clear
sort cases
by cases: tabstat sex age educat income health beddays acuteill chronill, statistics(mean sd)
_______________________________________________________________________________
-> cases = normal
stats | sex age educat income health beddays acuteill chronill
---------+--------------------------------------------------------------------------------
mean | 1.586066 45.2418 3.545082 21.67623 1.713115 .1721311 .2786885 .4836066
sd | .4935494 18.14649 1.331023 15.97547 .795869 .3782703 .4492755 .5007584
------------------------------------------------------------------------------------------
_______________________________________________________________________________
-> cases = depressed
stats | sex age educat income health beddays acuteill chronill
---------+--------------------------------------------------------------------------------
mean | 1.8 40.38 3.16 15.2 2.06 .42 .38 .62
sd | .404061 17.40032 1.16689 9.837454 .977502 .4985694 .4903144 .4903144
------------------------------------------------------------------------------------------
Figure 11.2, page 254.
NOTE: We were unable to reproduce this graph.
Table 11.2, page 255.
NOTE: You will need to download the discrim .ado and install it.
You can use the search discrim command to install the program (see How can I use the search
command to search for programs and get additional help? for more information about using
search).
discrim cases income, predict
Dichotomous Discriminant Analysis
Observations = 294 Obs Group 0 = 244
Indep variables = 1 Obs Group 1 = 50
Centroid 0 = -0.0728 R-square = 0.0254
Centroid 1 = 0.3555 Mahalanobis = 0.1834
Grand Cntd = 0.2826
Eigenvalue = 0.0261 Wilk's Lambda = 0.9746
Canon. Corr. = 0.1594 Chi-square = 7.5021
Eta Squared = 0.0254 Sign Chi2 = 0.0062
Discrim Function Unstandardized
Variable Coefficients Coefficients
-------------------------------------------------
income 0.0283 -0.0661
constant -0.5223 1.3607
----- Predicted -----
Actual | Group 0 Group 1 | Total Pr(G
---------+--------------------------+--------
Group 0 | 121 123 | 244 0.83
Group 1 | 19 31 | 50 0.17
---------+--------------------------+--------
Total | 140 154 | 294
---------+--------------------------+--------
Correctly predicted = 51.70 %
Model sensitivity = 49.59 %
Model specificity = 62.00 %
False positive = 38.00 %
False negative = 50.41 %
-------------------------------
Positive pred value = 86.43 %
Negative pred value = 20.13 %
-------------------------------
Kendall's tau-b = -71.10 %
Cohen's kappa = 6.34 %
Figure 11.5, page 258.
NOTE: Please note that no carriage returns are used when issuing this
command in Stata. For an explanation of the options used, please consult
the Stata 8 Graphics manual.
graph scatter income age if cases==0, sym(T) || scatter income age if cases==1,sym(o) || ///
function y = 45.089 -.622*x, range(18 70) xscale(range(15 90)) yscale(range(0 65)) ///
xtitle(age) ytitle(income) legend(order(1 2 3) label(1 "depress") label(2 "nondepress"))
Table 11.3, page 259.
discrim cases income age, predict
Dichotomous Discriminant Analysis
Observations = 294 Obs Group 0 = 244
Indep variables = 2 Obs Group 1 = 50
Centroid 0 = -0.0961 R-square = 0.0434
Centroid 1 = 0.4690 Mahalanobis = 0.3194
Grand Cntd = 0.3729
Eigenvalue = 0.0454 Wilk's Lambda = 0.9566
Canon. Corr. = 0.2084 Chi-square = 12.9179
Eta Squared = 0.0434 Sign Chi2 = 0.0016
Discrim Function Unstandardized
Variable Coefficients Coefficients
-------------------------------------------------
income 0.0336 -0.0595
age 0.0209 -0.0370
constant -1.5157 2.8684
----- Predicted -----
Actual | Group 0 Group 1 | Total Pr(G
---------+--------------------------+--------
Group 0 | 154 90 | 244 0.83
Group 1 | 20 30 | 50 0.17
---------+--------------------------+--------
Total | 174 120 | 294
---------+--------------------------+--------
Correctly predicted = 62.59 %
Model sensitivity = 63.11 %
Model specificity = 60.00 %
False positive = 40.00 %
False negative = 36.89 %
-------------------------------
Positive pred value = 88.51 %
Negative pred value = 25.00 %
-------------------------------
Kendall's tau-b = -32.54 %
Cohen's kappa = 14.85 %
Table 11.4, page 263.
NOTE: The discriminant function is given in the output above; we were unable
to reproduce the classification functions.
Page 263. Covariances at the bottom of the page.
corr age income, cov
(obs=294)
| age income
-------------+------------------
age | 327.083
income | -53.0073 233.788
Page 270. Middle of the page.
discrim cases income age <output omitted> display e(F) 6.6044374
NOTE: You can obtain the value of F as shown in the text by using the
numbers in the output from page 259.
Page 271. Top of the page.
NOTE: The reduced model used only income, and the output from that is
shown below. The rest of the numbers used in the calculations are from
page 259 above.
discrim cases income
Dichotomous Discriminant Analysis
Observations = 294 Obs Group 0 = 244
Indep variables = 1 Obs Group 1 = 50
Centroid 0 = -0.0728 R-square = 0.0254
Centroid 1 = 0.3555 Mahalanobis = 0.1834
Grand Cntd = 0.2826
Eigenvalue = 0.0261 Wilk's Lambda = 0.9746
Canon. Corr. = 0.1594 Chi-square = 7.5021
Eta Squared = 0.0254 Sign Chi2 = 0.0062
Discrim Function Unstandardized
Variable Coefficients Coefficients
-------------------------------------------------
income 0.0283 -0.0661
constant -0.5223 1.3607