Date:         Wed, 24 Dec 2008 08:56:02 -0500
Reply-To:     Peter Flom <peterflomconsulting@mindspring.com>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Peter Flom <peterflomconsulting@MINDSPRING.COM>
Subject:      PROC DISCRIM question - adjusting costs and priors
Content-Type: text/plain; charset=UTF-8

Hello

Happy holidays to all.

In discriminant analysis it is common to see discussion of a cost matrix ... that is, classify (say) a normal person as abnormal may be more costly than the reverse.  In some programs (e.g. R) you can define this cost matrix directly.  I do not see a way to do this in PROC DISCRIM.  There are some connections between costs and priors, but it isn't clear (at least to me) exactly how to implement a cost matrix by changing priors.

I can just play around with different priors until the classification is as close to what I want as I can get, but I thought there might be some more systematic method, or perhaps I have overlooked an option on PROC DISCRIM

TIA as always

Peter

Peter L. Flom, PhD
Statistical Consultant
www DOT peterflom DOT com