I know that Linear Discrimination Analysis (LDA) is used for classification and Multiple Linear Regression (MLR) is for regression. Lets say I have a matrix X (independent variables) and Y(dependent variables) if the Y is continues and I make a regression , it becomes MLR if the Y is categories (like 1111122222) and I do MLR to make a relation , it becomes LDA?
can one explain it in simple words and illustrations ?