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Re: st: Cluster/PCA for predicting a binary outcome?

From   "E. Paul Wileyto" <>
Subject   Re: st: Cluster/PCA for predicting a binary outcome?
Date   Wed, 18 Jul 2007 07:38:02 -0400

You're looking for discriminant analysis (look up Stata help on discrim)... It's like PCA, but you can think of it as selecting the loadings to maximize the F-value if you did a 1-way ANOVA by your class variable.

But, for a binary outcome, many simply use logistic regression.


K Jensen wrote:

I am trying to predict a binary outcome from a set of correlated
variables.  Rather than using logisitic regression to include the
variables one-by-one in the model, I was wondering if there was a way
in Stata of generating sets or functions of the variables?  Maybe
something similar to PCA, except that you would be trying to explain
the variation in the binary outcome rather than the whole dataset.
I hope that this makes some sort of sense!
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E. Paul Wileyto, Ph.D.
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