Formula for standardized canonical discriminant function coefficients is incorrect in DISCRIMINANT algorithms
The formula shown in the DISCRIMINANT chapter or section of the IBM SPSS Statistics Statistical Algorithms for the standardized canonical discriminant function coefficients doesn't seem to be right. It doesn't accurately reproduce the results from the output. Is something wrong with it?
Resolving the problem
Versions of the statistical algorithms for the DISCRIMINANT procedure indeed contain an inaccurate formula for the standardized canonical discriminant function coefficients. This formula indicates that
D = S_11^-1 V
where D is the matrix of standardized discriminant function coefficients,
S_11 is the section of the pooled within groups SSCP matrix involving variables entered into the equation,
^-1 means inverse,
and V is the matrix of eigenvectors discussed earlier in the chapter/topic.
The correct formula does not include the inverse:
D = S_11 V
The formula was corrected in the algorithms beginning with Version 20. We apologize for any resulting inconvenience