Table 11.1, page 242.
use https://stats.idre.ucla.edu/stat/stata/examples/pma5/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 244.
NOTE: We were unable to reproduce this graph.
Table 11.2, page 245.
discrim lda income, group(cases)
Linear discriminant analysis
Resubstitution classification summary
+---------+
| Key |
|---------|
| Number |
| Percent |
+---------+
| Classified
True cases | normal depressed | Total
-------------+----------------------+----------
normal | 121 123 | 244
| 49.59 50.41 | 100.00
| |
depressed | 19 31 | 50
| 38.00 62.00 | 100.00
-------------+----------------------+----------
Total | 140 154 | 294
| 47.62 52.38 | 100.00
| |
Priors | 0.5000 0.5000 |
Figure 11.5, page 248.
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 twoway scatter income age if cases==0, sym(T) msize(.7) || scatter income age if cases==1,sym(o) || /// function y = (1.515 - .0209*x)/.0336, range(18 75) 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 249.
discrim lda age income, group(cases)
Linear discriminant analysis
Resubstitution classification summary
+---------+
| Key |
|---------|
| Number |
| Percent |
+---------+
| Classified
True cases | normal depressed | Total
-------------+----------------------+----------
normal | 154 90 | 244
| 63.11 36.89 | 100.00
| |
depressed | 20 30 | 50
| 40.00 60.00 | 100.00
-------------+----------------------+----------
Total | 174 120 | 294
| 59.18 40.82 | 100.00
| |
Priors | 0.5000 0.5000 |
Table 11.4, page 253.
estat classfunctions
Classification functions
| cases
| normal depressed
-------------+----------------------
age | .1634185 .1424865
income | .1360265 .1024207
_cons | -5.170944 -3.6552
-------------+----------------------
Priors | .5 .5
di el(r(C), 1, 1) - el(r(C), 1, 2)
.02093196
di el(r(C), 2, 1) - el(r(C), 2, 2)
.03360582
Page 254. Covariances at the bottom of the page.
corr age income, cov
(obs=294)
| age income
-------------+------------------
age | 327.083
income | -53.0073 233.788
Page 261 top of the page.
discrim cases income age
[output omitted]
estat canontest
Canonical linear discriminant analysis
| | Like-
| Canon. Eigen- Variance | lihood
Fcn | Corr. value Prop. Cumul. | Ratio F df1 df2 Prob>F
----+---------------------------------+------------------------------------
1 | 0.2084 .045391 1.0000 1.0000 | 0.9566 6.6044 2 291 0.0016 e
---------------------------------------------------------------------------
Ho: this and smaller canon. corr. are zero; e = exact F
Page 261. Middle 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 lda income, group(cases)
Linear discriminant analysis
Resubstitution classification summary
+---------+
| Key |
|---------|
| Number |
| Percent |
+---------+
| Classified
True cases | normal depressed | Total
-------------+----------------------+----------
normal | 121 123 | 244
| 49.59 50.41 | 100.00
| |
depressed | 19 31 | 50
| 38.00 62.00 | 100.00
-------------+----------------------+----------
Total | 140 154 | 294
| 47.62 52.38 | 100.00
| |
Priors | 0.5000 0.5000 |
estat classfunction
Classification functions
| cases
| normal depressed
-------------+----------------------
income | .09481 .0664835
_cons | -1.027561 -.5052746
-------------+----------------------
Priors | .5 .5
estat canontest
Canonical linear discriminant analysis
| | Like-
| Canon. Eigen- Variance | lihood
Fcn | Corr. value Prop. Cumul. | Ratio F df1 df2 Prob>F
----+---------------------------------+------------------------------------
1 | 0.1594 .02607 1.0000 1.0000 | 0.9746 7.6125 1 292 0.0062 e
---------------------------------------------------------------------------
Ho: this and smaller canon. corr. are zero; e = exact F