[R] mahalanobis

gatemaze at gmail.com gatemaze at gmail.com
Thu May 31 18:32:20 CEST 2007

Hi, I am not sure I am using correctly the mahalanobis distnace method...
Suppose I have a response variable Y and predictor variables X1 and X2

all <- cbind(Y, X1, X2)
mahalanobis(all, colMeans(all), cov(all));

However, my results from this are different from the ones I am getting
using another statistical software.

I was reading that the comparison is with the means of the predictor
variables which led me to think that the above should be transformed

predictors <- cbind(X1, X2)
mahalanobis(all, colMeans(predictors), cov(all))

But still the results are different....

Am I doing something wrong or have I misunderstood something in the
use of the function mahalanobis? Thanks.


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