Mahalanobis distance is a measure of
A) a likelihood of correctly classifying an observation to a group
B) quantifying covariance between independent variables in the model
C) quantifying covariance between dependent variables in the model
D) quantifying correlations between independent variables in the model

Question

Quizplus · Accepted Answer

Mahalanobis distance measures the distance between a point and a group centroid in multivariate analysis. It is used to classify observations into groups based on their similarity to the centroid of each group. Therefore, it is a measure of the likelihood of correctly classifying an observation to a group.

Mahalanobis Distance Is a Measure of