I tried the Iris Species lda problem in SPSS and R, but the scalings are different. Why?
SPSS results:
Canonical Discriminant Function Coefficients
Function
1 2
SepalLengthCm -.819 .033
SepalWidthCm -1.548 2.155
PetalLengthCm 2.185 -.930
PetalWidthCm 2.854 2.806
(Constant) -2.119 -6.639
R results:
Coefficients of linear discriminants:
LD1 LD2
Sepal.Length 0.8293776 0.02410215
Sepal.Width 1.5344731 2.16452123
Petal.Length -2.2012117 -0.93192121
Petal.Width -2.8104603 2.83918785
I know that the signs for the discriminant analysis is just a matter of coding but the scores differ by some 0.01 for all.
Does anyone know what estimate SPSS and R uses to solve LDA?