Successive discriminant functions are orthogonal to one another, like principal components.” Do you mean that they have very low or no correlation among them?
They have ZERO correlation. In matrix terms, the cross products of their coefficient vectors (the sum of the products of corresponding coefficients) are zero. Q: When I ran the discriminant function analysis in the SPSS for Windows the computer gave me two options regarding the classification of the subjects to one of the two locus of control groups: (1) Specify equal prior probabilities for the two groups or (2) Let the observed group sizes in my sample determine the probabilities of group membership. Which should I use? A: The two different possibilities with discriminant analysis are akin to the decision to adjust the group membership criterion, or not, by inspection of the classification table and CLASSPLOT following a logistic regression. “Specifiying equal priors” is similar to dividing the two groups at the point where logit(p)=0. “Letting observed group sizes determine probabilities of group membership” is similar (not identical) to using the CLASSPLOT to put the criterion in t