A generalized Mahalanobis distance for mixed data

  • Authors:
  • A. R. de Leon;K. C. Carrière

  • Affiliations:
  • Department of Mathematics & Statistics, University of Calgary, Calgary Alb., Canada T2N 1N4;Department of Mathematics & Statistics, University of Calgary, Calgary Alb., Canada T2N 1N4 and Department of Mathematical & Statistical Sciences, 632 Central Academic Building, University of Albe ...

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2005

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Abstract

A distance for mixed nominal, ordinal and continuous data is developed by applying the Kullback-Leibler divergence to the general mixed-data model, an extension of the general location model that allows for ordinal variables to be incorporated in the model. The distance obtained can be considered as a generalization of the Mahalanobis distance to data with a mixture of nominal ordinal and continuous variables. Moreover, it includes as special cases previous Mahalanobis-type distances developed by Bedrick et al. (Biometrics 56 (2000) 394) and Bar-Hen and Daudin (J. Multivariate Anal. 53 (1995) 332). Asymptotic results regarding the maximum likelihood estimator of the distance are discussed. The results of a simulation study on the level and power of the tests are reported and a real-data example illustrates the method.