UNISTAT - the ultimate Excel statistics add-in

Multiple Discriminant Analysis in Excel with Unistat

The Unistat statistics add-in extends Excel with Multiple Discriminant Analysis capabilities.

Further documentation is available at section 8.2.1 of the manual, Multiple Discriminant Analysis.

Sample output

Here we provide annotated example report output from the Unistat Excel statistics add-in for data analysis.

Multiple Discriminant Analysis: Stepwise Statistics

Summary Table

Tolerance: 0.001
F-to-Enter: 3.8416 (5.0%)
F-to-Remove: 2.7056 (10.0%)

VariableEntered at StepF-to-EnterSignificanceWilks' Lambda
Var3 1 16.9426 0.0000 0.5649
Var1 2 4.7660 0.0046 0.4631
Var5 3 4.2502 0.0085 0.3861

Step 0

VariableEntered at StepToleranceF-to-Enter/RemoveWilks' Lambda
Var1 1.0000 6.4644 0.7729
Var2 1.0000 1.1458 0.9505
Var3 1.0000 16.9426 0.5649
Var4 1.0000 0.1583 0.9929
Var5 1.0000 8.5882 0.7192
Var6 1.0000 0.3047 0.9863
Var7 1.0000 1.5744 0.9332

Step 1

VariableEntered at StepToleranceF-to-Enter/RemoveWilks' Lambda
Var1 0.8445 4.7660 0.4631
Var2 0.8974 1.8542 0.5204
Var3 1-1.0000 16.9426 1.0000
Var4 0.9654 0.4390 0.5537
Var5 0.9656 3.6752 0.4830
Var6 0.9947 0.2616 0.5582
Var7 0.9233 3.2327 0.4916

Step 2

VariableEntered at StepToleranceF-to-Enter/RemoveWilks' Lambda
Var1 2-1.0000 4.7660 0.5649
Var2 0.6657 2.6896 0.4112
Var3 1-1.0000 14.4963 0.7729
Var4 0.8601 1.3557 0.4354
Var5 0.8532 4.2502 0.3861
Var6 0.8707 0.0898 0.4611
Var7 0.8817 2.4184 0.4159

Step 3

VariableEntered at StepToleranceF-to-Enter/RemoveWilks' Lambda
Var1 2-1.0000 5.3514 0.4830
Var2 0.9691 2.7738 0.3411
Var3 1-1.0000 11.5667 0.5955
Var4 0.9379 1.6458 0.3581
Var5 3-1.0000 4.2502 0.4631
Var6 0.9992 0.0983 0.3843
Var7 0.9988 1.9661 0.3531

Linear Discriminant Analysis

Group Means

Var1Var2Var3Var4Var5Var6Var7
1 92.8235 42.5294 34.7647 14.6471 25.0000 9.4118 9.4706
2 99.8889 43.2778 35.9444 14.3889 26.2222 9.7222 9.9444
3 98.8824 42.6471 40.1765 14.5294 29.4706 9.5882 9.2353
4 99.7778 44.7778 38.5000 14.7778 30.5000 9.7222 9.5000

Group Standard Deviations

Var1Var2Var3Var4Var5Var6Var7
1 4.7728 2.8748 2.4375 2.0292 2.1213 1.0641 1.0676
2 5.8600 2.6303 1.8302 1.6852 2.7344 0.7519 0.6391
3 6.7443 6.6327 2.8556 2.0346 4.4458 1.3720 1.0914
4 4.3999 2.7982 2.6402 1.2154 4.8416 1.1785 1.0981

Within-Groups Covariance Matrix

Var1Var2Var3Var4Var5Var6Var7
Var1 30.3807 14.0841 5.3566 3.9983 8.5968 2.1931 2.2541
Var2 14.0841 16.4673 3.2039 3.0382 5.8744 1.0167 0.8402
Var3 5.3566 3.2039 6.0754 0.8089 1.7017 0.1986 0.6761
Var4 3.9983 3.0382 0.8089 3.1137 2.4880 0.2880 0.2439
Var5 8.5968 5.8744 1.7017 2.4880 13.8462 0.5137 0.5430
Var6 2.1931 1.0167 0.1986 0.2880 0.5137 1.2342 0.9178
Var7 2.2541 0.8402 0.6761 0.2439 0.5430 0.9178 0.9809

Within-Groups Correlation Matrix

Var1Var2Var3Var4Var5Var6Var7
Var1 1.0000 0.6297 0.3943 0.4111 0.4192 0.3582 0.4129
Var2 0.6297 1.0000 0.3203 0.4243 0.3890 0.2255 0.2091
Var3 0.3943 0.3203 1.0000 0.1860 0.1855 0.0725 0.2769
Var4 0.4111 0.4243 0.1860 1.0000 0.3789 0.1469 0.1395
Var5 0.4192 0.3890 0.1855 0.3789 1.0000 0.1243 0.1473
Var6 0.3582 0.2255 0.0725 0.1469 0.1243 1.0000 0.8342
Var7 0.4129 0.2091 0.2769 0.1395 0.1473 0.8342 1.0000

Total Covariance Matrix

Var1Var2Var3Var4Var5Var6Var7
Var1 37.5986 14.9899 8.8754 3.7261 12.6333 2.4536 2.3594
Var2 14.9899 16.5716 3.5524 2.9787 6.9315 1.0561 0.8480
Var3 8.8754 3.5524 10.2865 0.8253 5.9631 0.2936 0.3184
Var4 3.7261 2.9787 0.8253 2.9998 2.5306 0.2727 0.2137
Var5 12.6333 6.9315 5.9631 2.5306 18.4143 0.6520 0.2472
Var6 2.4536 1.0561 0.2936 0.2727 0.6520 1.1969 0.8936
Var7 2.3594 0.8480 0.3184 0.2137 0.2472 0.8936 1.0054

Univariate Statistics

LambdaF-StatisticSignificance
Var1 0.7729 6.4644 0.0007
Var2 0.9505 1.1458 0.3372
Var3 0.5649 16.9426 0.0000
Var4 0.9929 0.1583 0.9239
Var5 0.7192 8.5882 0.0001
Var6 0.9863 0.3047 0.8219
Var7 0.9332 1.5744 0.2039

Linear Discriminant Functions

1234
Var1 2.4700 2.7236 2.4571 2.5292
Var3 3.5919 3.5815 4.4302 4.0700
Var5-0.1694-0.2374 0.0584 0.1322
Constant-176.3697-198.6425-212.7547-207.9029

Canonical Discriminant Analysis

Eigenvalues

EigenvaluePercentCumulativeCorrelation
1 0.9930 77.6% 77.6% 0.7059
2 0.2269 17.7% 95.4% 0.4300
3 0.0591 4.6% 100.0% 0.2363

Canonical Statistics

Wilks' LambdaChi-SquareDoFSignificance
1 0.3861 62.3265 9 0.0000
2 0.7696 17.1552 4 0.0018
3 0.9442 3.7618 1 0.0524

Standardised Coefficients

Function 1Function 2Function 3
Var1-0.2772 1.1368-0.1364
Var3 0.8791-0.2564-0.5884
Var5 0.5402-0.1929 0.9407

Structure Matrix

Function 1Function 2Function 3
Var1 0.2959 0.9549 0.0259
Var3 0.8700 0.1560-0.4676
Var5 0.5871 0.2360 0.7743

Unstandardised Coefficients

Function 1Function 2Function 3
Var1-0.0503 0.2063-0.0247
Var3 0.3567-0.1040-0.2387
Var5 0.1452-0.0518 0.2528
Constant-12.4335-14.8654 4.3051

Canonical Discriminant Functions

Function 1Function 2Function 3
1-1.0728-0.6329 0.0296
2-0.8299 0.6382-0.1178
3 1.2017-0.1780-0.2820
4 0.7082 0.1277 0.3562

Canonical Discriminant Scores

Function 1Function 2Function 3
1-2.0221-1.8549 1.1219
2-2.2015-1.3909 0.0753
3-0.4010-0.6225 0.2112
4-1.5819-0.6707 1.4683
5-1.0034-0.0541 0.1476
6-0.6857-1.0857-0.4730
7-0.3451-1.3956 0.0574
8-0.4456-0.9831 0.0079
9-0.8309-1.0339-0.7258
10-0.8412-1.8067-0.1353
11 0.5181-0.3158-0.5792
12-0.8755-1.3945-0.9291
13-0.1896-0.6747-0.2803
14-0.5805-0.1585-0.8354
15-2.1316 1.8551-1.3142
16-2.3295-0.0505 1.1520
17-2.2906 0.8771 1.5339
18-2.5535 0.0529-0.0979
19-0.1896-0.6747-0.2803
20 0.5077-1.0886 0.0113
21-0.0947-0.5202-0.0523
22 0.6187-0.7283-0.5297
23-0.2901-0.2622-0.3298
24-1.7121 1.4937 0.2132
25-1.0387 2.2647-0.8795
26-0.4363 1.6963-0.8159
27-1.0868 1.6470 1.4277
28-2.1476 1.6492-0.5452
29-1.4949 0.8746-0.4569
30-1.1553 2.4713-0.1599
31-0.4684 1.2845 0.7222
32-1.3887-0.1048-0.5860
33-1.3269 1.5444 0.9468
34-0.5691-1.2923-1.1925
35-0.1117 1.1805 0.4835
36 0.0676-2.2728-0.3352
37 0.8930-1.0379 0.7449
38 1.0874 0.6107 0.7892
39-0.4446-2.8898 0.2412
40 2.0122 0.3504-0.1798
41 0.3833 0.5089-1.4224
42 2.2900 0.2979-1.4156
43 1.3046-0.0084 0.1191
44 2.0682-0.4228-0.3336
45 2.8100-0.4761 0.1613
46 3.1440 1.6876 0.6369
47 0.4300 0.0455 1.1128
48 1.7618-0.5250-0.0702
49 0.9514 0.3527-2.1527
50-0.1506 0.2529 0.1016
51 0.9835 0.7645-3.6907
52 0.8370-0.2647 0.8988
53-0.6079 0.7694 0.2908
54 1.3994 0.1460 0.3471
55 1.3388-0.4206 0.9129
56 2.2133-0.4746-0.0808
57 2.4855 0.0398-1.1381
58 0.5306-0.3670 1.1622
59-0.0912-0.2632-2.5627
60-2.2358-0.9787-0.7185
61 0.9319-0.1103 1.1268
62 1.8842 1.6908 0.8969
63-0.4284 0.3054 1.3374
64 0.5856 0.7665 0.7751
65 0.1294-0.6236 1.1976
66 1.4120 0.0948 2.0885
67 1.2989 0.5585 0.2976
68-0.8765 0.5121-1.1624
69 1.3435 0.9191 0.5010
70 1.4337-0.2662 1.1409

Classification by Case

Actual GroupMisclassifiedEstimated GroupProbability
1 1 1 0.3096
2 1 1 0.6040
3 1 1 0.9223
4 1 1 0.5067
5 1 1 0.9496
6 1 1 0.8947
7 1 1 0.7742
8 1 1 0.9153
9 1 1 0.8519
10 1 1 0.6919
11 1* 3 0.9022
12 1 1 0.6735
13 1 1 0.8308
14 1* 2 0.7502
15 1* 2 0.2030
16 1 1 0.3649
17 1* 2 0.1778
18 2* 1 0.4438
19 2* 1 0.8308
20 2* 3 0.7063
21 2* 1 0.8070
22 2* 3 0.8722
23 2* 1 0.8304
24 2 2 0.6549
25 2 2 0.3520
26 2 2 0.6233
27 2 2 0.3244
28 2 2 0.4008
29 2 2 0.8934
30 2 2 0.3250
31 2 2 0.7401
32 2* 1 0.8596
33 2 2 0.5316
34 2* 1 0.5355
35 2 2 0.7599
36 3* 1 0.2485
37 3* 4 0.6722
38 3* 4 0.9045
39 3* 1 0.1367
40 3 3 0.8142
41 3 3 0.4858
42 3 3 0.4409
43 3 3 0.9776
44 3 3 0.8463
45 3 3 0.4117
46 3 3 0.0440
47 3* 4 0.8834
48 3 3 0.9235
49 3 3 0.2789
50 3* 2 0.8830
51 3 3 0.0057
52 3* 4 0.9265
53 4* 2 0.9720
54 4 4 0.9236
55 4 4 0.7993
56 4* 3 0.7646
57 4* 3 0.4884
58 4 4 0.8192
59 4* 3 0.0758
60 4* 1 0.5658
61 4 4 0.8731
62 4 4 0.2489
63 4 4 0.5152
64 4 4 0.8968
65 4 4 0.6577
66 4 4 0.3211
67 4 4 0.9105
68 4* 2 0.7749
69 4 4 0.7889
70 4 4 0.7298

Classification by Group

1234
1 13 3 1 0
76.47% 17.65% 5.88% 0.00%
2 6 10 2 0
33.33% 55.56% 11.11% 0.00%
3 2 1 10 4
11.76% 5.88% 58.82% 23.53%
4 1 2 3 12
5.56% 11.11% 16.67% 66.67%

Correctly Classified: 64.29%

Distance Between Centroids

ClustersDistance
3 - 4 0.8628
1 - 2 1.3025
2 - 4 1.6885
1 - 4 1.9639
2 - 3 2.1956
1 - 3 2.3404

Canonical Discriminant Analysis

Canonical Discriminant Analysis