cliente

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9
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N de grupos
N de variables
Tamao T
Tamao GI
Tamao GII
Media T
Media GI
Media GII
CVarianza T
CVarianza GI
CVarianza GII
Covarianza T
Covarianza GI
Covarianza GII
Correlacin T
Correlacin GI
Correlacin GII

Datos centrados T Datos centrados G

patneto deudapen prestamo patneto deudapen patneto deudapen
1.3
4.1
1
-5.7
0.1
-3.7
-0.9
3.7
6.9
1
-3.3
2.9
-1.3
1.9
5.0
3.0
1
-2.0
-1.0
0.0
-2.0
5.9
6.5
1
-1.1
2.5
0.9
1.5
7.1
5.4
1
0.1
1.4
2.1
0.4
4.0
2.7
1
-3.0
-1.3
-1.0
-2.3
7.9
7.6
1
0.9
3.6
2.9
2.6
5.1
3.8
1
-1.9
-0.2
0.1
-1.2
5.2
1.0
2
-1.8
-3.0
-3.8
-2.0
9.8
4.2
2
2.8
0.2
0.8
1.2
9.0
4.8
2
2.0
0.8
0.0
1.8
12.0
2.0
2
5.0
-2.0
3.0
-1.0
6.3
5.2
2
-0.7
1.2
-2.7
2.2
8.7
1.1
2
1.7
-2.9
-0.3
-1.9
11.1
4.1
2
4.1
0.1
2.1
1.1
9.9
1.6
2
2.9
-2.4
0.9
-1.4
2
2
16
8
8
7.000
5.000
9.000
8.713
4.289
5.240
-1.124
1.596
0.155
-0.200
0.473
0.044

4.000
5.000
3.000
4.108
3.474
3.043

0.000

X=
Datos T centrados

-5.7
-3.3
-2.0
-1.1
0.1
-3.0
0.9
-1.9
-1.8
2.8
2.0
5.0
-0.7
1.7
4.1
2.9

0.1
2.9
-1.0
2.5
1.4
-1.3
3.6
-0.2
-3.0
0.2
0.8
-2.0
1.2
-2.9
0.1
-2.4

XI =
Datos GI centrados

-3.7
-1.3
0.0
0.9
2.1
-1.0
2.9
0.1

-0.9
1.9
-2.0
1.5
0.4
-2.3
2.6
-1.2

-3.8
0.8
0.0
3.0
-2.7
-0.3
2.1
0.9

-2.0
1.2
1.8
-1.0
2.2
-1.9
1.1
-1.4

0.000
0.000
0.000

0.000
0.000

XII =
Datos GII centrados

X' =

-5.7
0.1

-3.3
2.9

X' X =

130.70
-17.99

-17.99
61.62

-2.0
-1.0

-1.1
2.5

0.1
1.4

|X' X| =

7,730.1

0.9
3.6

-1.9
-0.2

-1.8
-3.0

ST = 1/(n - 1) X' X =

-3.0
-1.3

8.713
-1.199

-1.199
4.108

n=

16

-1.0
-2.3

2.9
2.6

0.1
-1.2

SWI = 1/(nI - 1) WI =

4.289
1.824

Matriz de suma de cuadrados y de productos cruzados total

(Matriz de varianzas-covarianzas total sin dividir por n o n-1)

XI' =

-3.7
-0.9

-1.3
1.9

WI = XI' XI =

30.02
12.77

12.77
24.32

0.0
-2.0

0.9
1.5

2.1
0.4

-0.3
-1.9

2.1
1.1

0.9
-1.4

SWII = 1/(nII - 1) WII =

5.240
0.177

0.177
3.043

4.764
1.001

1.001
3.259

Matriz de suma de cuadrados y de productos cruzados grupo I

(Matriz de varianzas-covarianzas grupo I sin dividir por nI o nI -1)
XII' =

WII = XII' XII =

-3.8
-2.0

0.8
1.2

36.68
1.24

1.24
21.30

0.0
1.8

3.0
-1.0

-2.7
2.2

nII =

66.70
14.01

14.01
45.62

|W' W| =

2,846.6

SW = 1/(nI + nII - 2) W =

Matriz de suma de cuadrados y de productos cruzados dentro de los grupos

(Matriz de varianzas-covarianzas dentro de los grupos sin dividir por nI + nII o nI + nII - 2)
-2.0

nI =

MII =
Medias GII centradas

nII =

1.0

2.0

-1.0

MI' =

-2.0
1.0

bI = MI' MI =

4.00
-2.00

-2.00
1.00

BI = nI bI =

32.00
-16.00

-16.00
8.00

MII' =

2.0
-1.0

bII = MII' MII =

4.00
-2.00

-2.00
1.00

BII = nII bII =

32.00
-16.00

-16.00
8.00

64.00
-32.00

-32.00
16.00

B = BI + BII =

|B' B| =

0.0

Matriz de suma de cuadrados y de productos cruzados entre los grupos

(Matriz de varianzas-covarianzas entre los grupos sin dividir por nI + nII o nI + nII -2)
X' X = B + W
Comprobacin

Matriz de suma de cuadrados y de productos cruzados grupo II

(Matriz de varianzas-covarianzas grupo II sin dividir por nII o nII -1)
W = WI + WII =

MI =
Medias GI centradas

1.824
3.474

nI =

X' X - (B + W) =

0
0

0
0

2.8
0.2

2.0
0.8

5.0
-2.0

-0.7
1.2

1.7
-2.9

4.1
0.1

2.9
-2.4

B=

64.00
-32.00

-32.00
16.00

W=

-1

W =

66.70
14.01
0.016
-0.005

14.01
45.62
-0.005
0.023

SW =
SW-1

4.764
1.001

1.001
3.259

0.224
-0.069

-0.069
0.328

Funcin discriminante de Fisher: D = u1 X1 + u2 X2

Funcin cannica discriminante: Dc = uc1 X1 + uc2 X2

Funciones discriminantes FI y FII :

Coeficientes de la funcin discriminante de Fisher D:

Coeficientes de la funcin cannica discriminante Dc :

Coeficientes de la funcin discriminante FI :

Coeficientes de la funcin discriminante FII :

u = (u1 u2)' valores que maximizan = u' B u / u' W u

u = (u1 u2)' normalizado para que u' SW u = 1

FI = u1I X1 + u2I X2

FII = u1II X1 + u2II X2

uI = (u1 I u2 I)' tal que uI = SW-1 CI

uII = (u1 II u2 II)' tal que uII = SW-1 CII

u = (u1 u2)' vector propio (autovector) correspondiente al mayor valor propio (autovalor) de W-1 B :
u=

1.035
-0.932

u' =

1.035

-0.932

u' u =

u' B =

96.072

-48.036

u' B u =

144.217

u' W =

56.000

-28.000

u' W u =

84.063

W-1 B =

1.183
-1.065

-0.592
0.532

W-1 B u =

1.776
-1.598

u=

CI =
Centroide GI

5.00

5.00

Media DI = CI u =

CII =
Centroide GII

9.0

3.0

W-1 B u = u

u=

1.035
-0.932

u' =

1.035

-0.932

u' SW =

4.000

-2.000

u' SW u =

6.005

Constante de normalizacin =

2.450

1.940

= u' B u / u' W u =

CI =
Centroide GI

5.0

5.0

0.777
1.296

uI' =

Media FI = CI uI =

10.365

CII =
Centroide GII

u' u = 0.323

0.422
-0.380

uc' =

0.422

-0.380

uc' SW =

1.632

-0.816

uc' SW uc =

0.518

CI =
Centroide GI

5.00

5.00

Media DcI = CI uc =

0.211

Media DII = CII u =

6.522

CII =
Centroide GII

9.0

3.0

Media DcII = CII uc =

2.662

C=
Punto de corte

3.520

Cc =
Punto de corte

1.437

-1

uI = SW CI' =

0.777

CI = CI uI / 2=

5.183

C = CII - CI =
Punto de corte

3.520

En SPSS
-5.876 Diferencia
-0.693

Si Media DcI < Media DcII :

Si Dc < Cc , se asigna a GI ; si Dc > Cc , se asigna a GII

Si FI < FII :
Si FII - FI < C, se asigna a GI ; si FII - FI > C, se asigna a GII

Si Media DI > Media DII :

Si D > C, se asigna a GI ; si D < C, se asigna a GII

Si Media DcI > Media DcII :

Si Dc > Cc , se asigna a GI ; si Dc < Cc , se asigna a GII

Si FI > FII :
Si FII - FI > C, se asigna a GI ; si FII - FI < C, se asigna a GII

x=
1.3
4.1
Individuo de la muestra o fuera de la muestra

x=
1.3
4.1
Individuo de la muestra o fuera de la muestra

x=
1.3
4.1
Individuo de la muestra o fuera de la muestra

u* =

Dc = x uc =
-1.010 Asignacin: Grupo I
Puntuacin discriminante Dc

1.035
-0.932
-3.520

Coeficientes de la funcin cannica discriminante dc = Dc - Cc :

uc* =

0.422
-0.380
-1.437

-1.225

Media dcII = CII* uc* =

1.225

Si Media DI > Media DII :

Si D - C > 0, se asigna a GI ; si D - C < 0, se asigna a GII

Si DcI > DcII :

Si Dc - Cc > 0, se asigna a GI ; si Dc - Cc < 0, se asigna a GII
1

Coeficientes de la funcin discriminante fI :

Media dcI = CI* uc* =

Si DcI < DcII :

Si Dc - Cc < 0, se asigna a GI ; si Dc - Cc > 0, se asigna a GII

d = D - C = x* u* =
-5.994 Asignacin: Grupo I
Puntuacin discriminante d = D - C

1.813
0.364

uII' =

Media FII = CII uII =

17.405

-1

uII = SW CII' =

x* =
1.3
4.1
Individuo de la muestra o fuera de la muestra

CII = CII uII / 2=

8.703

1.813

En SPSS
-9.396 Diferencia
-0.693

FI = x uI =
6.323 Asignacin: Grupo I
Puntuacin FI
FII = x uII =
3.849
Puntuacin FII

Si Media DI < Media DII :

Si D - C < 0, se asigna a GI ; si D - C > 0, se asigna a GII

x* =
1.3
4.1
Individuo de la muestra o fuera de la muestra

1.296

1.776
-1.598

Si Media DI < Media DII :

Si D < C, se asigna a GI ; si D > C, se asigna a GII

Coeficientes de la funcin discriminante de Fisher d = D - C:

3.0

1.716
uc =

D=xu=
-2.474 Asignacin: Grupo I
Puntuacin discriminante D

9.0

dc = Dc - Cc = x* uc* =
-2.446 Asignacin: Grupo I
Puntuacin discriminante dc = Dc - Cc

Coeficientes de la funcin discriminante fII :

uI* =

0.777
1.296
-5.183 En SPSS
-5.876
Si FI > FII , se asigna a GI; si FI < FII , se asigna a GII

x* =
1.3
4.1
Individuo de la muestra o fuera de la muestra
fI = x* uI* =
fII = x* uII* =

1.140 Asignacin: Grupo I

Puntuacin fI
-4.854
Puntuacin fII

uII* =

1.813
0.364
-8.703 En SPSS
-9.396

0.364

cliente
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2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Media GI
Media GII
Media T
Cvarianza T
Tamao GI
Tamao GII

patneto
1.3
3.7
5.0
5.9
7.1
4.0
7.9
5.1
5.2
9.8
9.0
12.0
6.3
8.7
11.1
9.9
5.0
9.0
7.0
8.713
8
8

deudapen
4.1
6.9
3.0
6.5
5.4
2.7
7.6
3.8
1.0
4.2
4.8
2.0
5.2
1.1
4.1
1.6
5.0
3.0
4.0
4.108

Correlacin (X,D)
GI
0.654
-0.358
GII
0.817
-0.540
GI y GII combinadas
0.748
-0.452
Matriz de estructura

Datos tipificados
prestamo patneto deudapen
1
-1.931
0.049
1
-1.118
1.431
1
-0.678
-0.493
1
-0.373
1.233
1
0.034
0.691
1
-1.016
-0.641
1
0.305
1.776
1
-0.644
-0.099
2
-0.610
-1.480
2
0.949
0.099
2
0.678
0.395
2
1.694
-0.987
2
-0.237
0.592
2
0.576
-1.431
2
1.389
0.049
2
0.982
-1.184

0
1

Media GI
Media GII
0 Media T
1 Punto de corte

D (sin centrar) Clasificacin d (centrado) Clasificacin

-2.474
1
-5.994
1
-2.598
1
-6.118
1
2.381
1
-1.139
1
0.052
1
-3.468
1
2.319
1
-1.201
1
1.626
1
-1.895
1
1.098
1
-2.422
1
1.739
1
-1.781
1
4.452
2
0.932
2
6.233
2
2.712
2
4.845
2
1.325
2
10.560
2
7.040
2
1.677
1
-1.843
1
7.982
2
4.462
2
7.672
2
4.151
2
8.759
2
5.238
2
0.518
-3.002
6.522
3.002
3.520
0.000
3.520
0.000

Coeficientes de D
1.035
-0.932

X1
X2
D

Coeficientes de d
1.035
-0.932
-3.520

Funciones discriminantes
fI
fII
Clasificacin d = D - C = f II - fI dc (centrado)
1.140
-4.854
1
-5.994
-2.446
6.634
0.515
1
-6.118
-2.497
2.591
1.452
1
-1.139
-0.465
7.826
4.358
1
-3.468
-1.415
7.333
6.132
1
-1.201
-0.490
1.425
-0.470
1
-1.895
-0.773
10.806
8.383
1
-2.422
-0.989
3.705
1.925
1
-1.781
-0.727
0.155
1.087
2
0.932
0.380
7.877
10.590
2
2.712
1.107
8.033
9.358
2
1.325
0.541
6.737
13.776
2
7.040
2.873
6.452
4.609
1
-1.843
-0.752
3.005
7.467
2
4.462
1.821
8.758
12.910
2
4.151
1.694
4.586
9.824
2
5.238
2.138
5.183
2.180
-1.225
5.700
8.703
1.225
5.441
5.441
0.000
0.000

Coeficientes de FI y FII
0.777
1.813
1.296
0.364
-5.183
-8.703

Grupo I
Grupo II
Media
Varianza
Media
Varianza
5.00
4.29
4.00
3.47
9.00
5.24
5.00
1.74
-3.21

9.15

-0.52

-2.474

5.24
-2.474

37.2711695

433.160267

0.07922763

0.92077237

Coeficientes de dc
0.422
-0.380
-1.437

Clasificacin
1
1
1
1
1
1
1
1
2
2
2
2
1
2
2
2

Distancia de Mahalanobis (dc)

dc (c. estandarizados) (dc - media dcI)2 (dc - media dcII)2 Clasificacin
-1.815
1.491
13.479
1
-2.013
1.617
13.854
1
-0.286
0.578
2.856
1
-1.190
0.036
6.972
1
-0.443
0.540
2.942
1
-0.497
0.204
3.994
1
-0.938
0.056
4.901
1
-0.526
0.249
3.810
1
0.454
2.577
0.714
2
0.807
5.439
0.014
2
0.354
3.119
0.468
2
2.239
16.795
2.715
1
-0.625
0.224
3.909
1
1.513
9.279
0.355
2
1.247
8.523
0.220
2
1.719
11.310
0.833
2
-0.963
0.963
0.000
0.000

Coeficientes estandarizados de dc
0.922
-0.686

(x - media xI)
-3.7
-0.9
-1.3
1.9
0.0
-2.0
0.9
1.5
2.1
0.4
-1.0
-2.3
2.9
2.6
0.1
-1.2
0.2
-4.0
4.8
-0.8
4.0
-0.2
7.0
-3.0
1.3
0.2
3.7
-3.9
6.1
-0.9
4.9
-3.4

-1

(x - media xI) SW
-0.768
-0.040
-0.423
0.713
0.138
-0.656
0.099
0.430
0.444
-0.013
-0.066
-0.686
0.472
0.653
0.105
-0.401
0.320
-1.326
1.132
-0.593
0.911
-0.341
1.777
-1.466
0.278
-0.024
1.099
-1.534
1.431
-0.716
1.334
-1.453

Distancia de Mahalanobis (datos originales)

-1
(x - media xII)
(x - media xII) SW
(x - media xI) SW -1 (x - media xI)'
2.878
-7.7
1.1
-1.803
0.891
1.904
-5.3
3.9
-1.458
1.645
1.312
-4.0
0.0
-0.897
0.276
0.734
-3.1
3.5
-0.937
1.362
0.926
-1.9
2.4
-0.592
0.918
1.643
-5.0
-0.3
-1.101
0.246
3.065
-1.1
4.6
-0.564
1.585
0.491
-3.9
0.8
-0.930
0.531
5.368
-3.8
-2.0
-0.715
-0.394
5.909
0.8
1.2
0.097
0.339
3.713
0.0
1.8
-0.124
0.590
16.840
3.0
-1.0
0.742
-0.535
0.356
-2.7
2.2
-0.757
0.908
10.050
-0.3
-1.9
0.064
-0.603
9.371
2.1
1.1
0.395
0.216
11.475
0.9
-1.4
0.298
-0.521

(x - media xII) SW -1 (x - media xII)'

14.867
14.141
3.590
7.670
3.328
5.432
7.910
4.053
3.505
0.484
1.063
2.761
4.042
1.126
1.068
0.998

Clasificacin p(D | I) exp(FI )

1
3.1
1
760.4
1
13.3
1
2504.1
1
1530.3
1
4.2
1
49295.6
1
40.7
2
1.2
2
2636.3
2
3080.0
2
842.8
1
634.1
2
20.2
2
6361.8
2
98.1

Probabilidad a priori

SW =

4.76
1.00

1.00
3.26

SW -1 =

0.22
-0.07

-0.07
0.33

|SW | =

14.523

0.5

Probabilidad
p(D | I) exp(FII )
p(I | D)
0.0
0.99751
1.7
0.99780
4.3
0.75747
78.1
0.96977
460.5
0.76868
0.6
0.86928
4373.0
0.91852
6.9
0.85578
3.0
0.28260
39718.3
0.06224
11589.9
0.20995
961738.8
0.00088
100.4
0.86327
1749.9
0.01141
404152.9
0.01550
18479.9
0.00528
0.5

p(II | D)
0.00249
0.00220
0.24253
0.03023
0.23132
0.13072
0.08148
0.14422
0.71740
0.93776
0.79005
0.99912
0.13673
0.98859
0.98450
0.99472

Clasificacin
1
1
1
1
1
1
1
1
2
2
2
2
1
2
2
2

Mxima verosimilitud
fI (x)
fII (x)
Clasificacin
0.00520
0.00001
1
0.00846
0.00002
1
0.01137
0.00364
1
0.01519
0.00047
1
0.01379
0.00415
1
0.00964
0.00145
1
0.00473
0.00042
1
0.01714
0.00289
1
0.00150
0.00380
2
0.00114
0.01721
2
0.00342
0.01288
2
0.00000
0.00551
2
0.01834
0.00290
1
0.00014
0.01248
2
0.00020
0.01285
2
0.00007
0.01330
2

1.716

Correlacin cannica = raz [ / (1 + )] =

0.795

k=
p=
n=
nI =
nII =

2
2
16
8
8

Contraste de igualdad de medias

Lambda de Wilks = 1 / (1 + ) =

0.368

|X' X| =
|W' W| =

7,730.1
2,846.6

Lambda de Wilks = |W' W| / |X' X| =

0.368

Aproximacin 2 =
g.l. =
p-valor =

12.987
2
0.002

Contraste de igualdad de matrices de varianzas-covarianzas

SW =

4.764
1.001

1.001
3.259

|SW| =
ln |SW| =

14.52
2.676

SWI =

4.289
1.824

1.824
3.474

|SWI| =
ln |SWI| =

11.57
2.449

SWII =

5.240
0.177

0.177
3.043

|SWII| =
ln |SWII| =

15.91
2.767

M de Box =

0.951

p=
k=
n=
n1 =
n2 =
C=
CxM=

2
2
16
8
6
0.196
0.186