[R] mahalanobis

From: <gatemaze_at_gmail.com>
Date: Thu, 31 May 2007 17:32:20 +0100


Hi, I am not sure I am using correctly the mahalanobis distnace method... Suppose I have a response variable Y and predictor variables X1 and X2

all <- cbind(Y, X1, X2)
mahalanobis(all, colMeans(all), cov(all));

However, my results from this are different from the ones I am getting using another statistical software.

I was reading that the comparison is with the means of the predictor variables which led me to think that the above should be transformed into:

predictors <- cbind(X1, X2)
mahalanobis(all, colMeans(predictors), cov(all))

But still the results are different....

Am I doing something wrong or have I misunderstood something in the use of the function mahalanobis? Thanks.

-- 
yianni

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Received on Thu 31 May 2007 - 16:39:28 GMT

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