-------- Original Message --------
Subject: Re: regression of Procrustes coordinates on classifiers
Date: Fri, 27 Feb 2009 12:41:42 -0800 (PST)
From: R.S. Corruccini <[email protected]>
To: [email protected]
References: <[email protected]>



My first comment is about using Mahalanobis D as a 'distance'.  That
is really a misnomer.  Mahalanobis D is a sum of independent F-tests
when you look at how it is calculated.  The true distance is perhaps
the mean Euclidean distance and Mahalanobis D is the test of whether
that Euclidean Distance is actually significantly different from
zero.   Using Mahalanobis D as a distance is like using a t-test value
as a measure of a difference-of-interest.

I don't believe this is correct. t-statistics get larger as n gets
larger (if all other things stay the same) but that is not
necessarily true of D -- rather, the F statistic derived from D gets
larger with larger n.

 remember that F-tests explode (they are ratios of
squares so if the denominator is unstable the explosion is greater)
when the the null hypothesis is not true!

So use the square root -- as is already the case in using D rather
than D squared  --  RSC

--


Robert S. Corruccini
Professor and Distinguished Scholar
Anthropology Dept.
Southern Illinois University
Carbondale, Il  62901-4502



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