Basically, I have following LDA output (below). My question is how do I actually interpret it ? I could not find much resources on the web. Especially, what does "Group Means" really mean here ? I was expecting the group means to be the mean / centroids of the K-classes. Moreover, I am puzzled by the 2 terms as well, i.e. "coefficients of linear discriminants" and "proportion of trace"
Prior probabilities of groups:
1 2 3 4 5 6 7 8 9 10
0.09090909 0.09090909 0.09090909 0.09090909 0.09090909 0.09090909 0.09090909 0.09090909 0.09090909 0.09090909
11
0.09090909
Group means:
x.1 x.2 x.3 x.4 x.5 x.6 x.7 x.8 x.9 x.10
1 -3.359563 0.0629375 -0.2940625 1.2033333 0.38747917 1.2218958 0.09637500 0.03710417 -0.62435417 -0.16162500
2 -2.708875 0.4906042 -0.5802292 0.8135000 0.20193750 1.0634792 -0.19091667 0.37381250 -0.51595833 0.08060417
3 -2.440250 0.7748750 -0.7983958 0.8086667 0.04245833 0.5692500 -0.28006250 0.20495833 -0.47827083 0.18187500
4 -2.226604 1.5258333 -0.8744375 0.4221458 -0.37131250 0.2483542 -0.01895833 0.10714583 -0.32627083 -0.05375000
5 -2.756312 2.2759583 -0.4657292 0.2253125 -1.03679167 0.3897917 0.23641667 0.42462500 -0.20070833 -0.28070833
6 -2.673542 1.7587708 -0.4745625 0.3505625 -0.66585417 0.4170000 0.16233333 0.22925000 -0.20750000 0.05270833
7 -3.243729 2.4683542 -0.1050625 0.3964583 -0.98029167 0.1623125 0.01958333 0.76229167 -0.03027083 -0.12239583
8 -4.051333 3.2339792 -0.1739792 0.3965833 -1.04602083 0.1951875 0.08666667 0.82077083 0.10445833 0.02122917
9 -3.876896 2.3450208 -0.3668333 0.3170417 -0.39450000 0.8033750 0.02504167 0.73614583 -0.23183333 -0.14810417
10 -4.506146 2.6885625 -0.2849167 0.4695625 -0.03879167 0.6388750 0.13916667 0.38756250 -0.11102083 -0.27335417
11 -2.990396 1.4638750 -0.5098125 0.3716458 -0.38039583 0.7250417 -0.08339583 0.50766667 -0.32750000 -0.22672917
Coefficients of linear discriminants:
LD1 LD2 LD3 LD4 LD5 LD6 LD7 LD8 LD9
x.1 -0.904263484 1.0765784 -0.2138645 0.45014309 -0.01568403 -1.3197512 1.2563534 -0.55370976 -0.21893931
x.2 1.150256514 0.3481586 0.1219356 0.81974744 0.07879069 -1.2828586 0.8543263 -0.85921988 -0.46773378
x.3 0.539113617 -0.4775768 -1.3152720 -0.18174531 0.01428301 -1.0421541 1.3953387 0.05664837 -0.58464728
x.4 0.024636593 -0.6124198 -0.3333835 0.89249728 -1.19422174 -0.2840921 0.6079608 -1.18671349 -0.26235352
x.5 -0.007828209 -1.6078817 1.2374917 0.96925109 -0.17984293 -0.9791226 1.5595892 -0.12322124 0.38252584
x.6 0.708040285 -1.4820258 -0.8767861 -0.06187384 0.84899844 -1.9958303 0.2001485 -0.54892997 -0.82835032
x.7 0.843500553 -0.8675407 -1.4607005 1.10382558 -1.35657038 -1.0703157 0.5029121 -0.09927612 1.50030138
x.8 1.305220749 -0.9393954 0.9967222 -1.05415855 -0.85277476 0.1212728 0.6617860 -0.25729462 1.12742075
x.9 0.965050787 -0.5131795 0.6927861 0.60778087 0.04667900 -0.5487891 0.5244975 1.05461865 -0.04187258
x.10 0.352677857 -0.1517412 0.7092612 -0.22606164 -1.04293623 -1.7009401 -0.5629667 0.29898796 0.14972818
LD10
x.1 0.01475366
x.2 -0.20534101
x.3 -0.52218214
x.4 0.22298959
x.5 0.05017199
x.6 0.13158053
x.7 0.36516484
x.8 0.30135489
x.9 1.31351481
x.10 -0.23691329
Proportion of trace:
LD1 LD2 LD3 LD4 LD5 LD6 LD7 LD8 LD9 LD10
0.5617 0.3518 0.0445 0.0191 0.0107 0.0083 0.0026 0.0011 0.0001 0.0001
