Disc Analysis pgm

StatTools : Discriminant Analysis (Analysis Using Reference Data) Program

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Program References

Data Input for Discriminant Analysis Using Reference Data is a table of multiple columns
    The data is for a single analysis
    Each row contains data from a case or a record
    All rows must have the same number of columns
    Col 1 = Single character for Group Designation (dependent variable)
    Other columns (in order) = Values of predictors

Overall JE and Klett CJ (1972) Applied Multivariate Analysis. McGraw Hill Series in Psychology. McGraw Hill Book Company New York. Library of Congress No. 73-14716407-047935-6

Chapter 2 p.24-56 : Matrix math. Particularly the Square Root method of matrix inversion. Also calculations for between and within group Sum Product and Covariance matrices
Chapter 10 p.280-306 : Multiple Discriminant Analysis, particularly the algorithm.
Chapter 13 p. 345-371 Normal Probability Density Model for classification.
Chapter 14 p. 373-383 Use of Canonical Correlates for Classification. Chapters 13 and 14 provided the algorithms for calculating Maximum Likelihood and the Bayesian Probabilities

Press WH, Flannery VP, Teukolsky SA, Vetterling WT (1989). Numerical Recipes in Pascal. Cambridge University Press IBSN 0-521-37516-9 p.395-396 and p.402-404. Jacobi method for finding Eigen values and Eigen vectors

Norusis MJ (1979) SPSS Statistical Algorithms Release 8. SPSS Inc Chicago Chapterr 23 : Discriminant p. 69-83. Extensive algoritm provided by SPSS.

George D and Mallery P (1999) SPSS for Windows Step by Step. A Simple Guide and Reference. Allyn and Bacon, Sydney. ISBN 0-205-28395-0 Chapter 26. The Discriminant Procedure p.313-328.

Wikipedia on Discriminant Analysis.