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How to calculate UCL from Mahalanobis Distance

PhamBao

Hi all,
Currently, I am using JMP 12 version
Do you know how to calculate UCL distance from Mahalanobis Distance chart?

If you guy know how to get it, could you please show me the formula?

Sincerely

Accepted answers

All comments

jthi

Click the "?" from JMP toolbar and then click on Mahalanobis Distances, this will open Help page Outlier Analysis . From here you can find Mahalanobis Distance and find its documentation Mahalanobis Distance Measures and finally

PhamBao

Hi Jthi,

got it -- I already find the document due to your instruction.

However, do you know whether we can get syntax / code to calculate UCL

Thanks

Mark_Bailey

This example illustrates how to calculate UCL with JSL.

Names Default to Here( 1 );

alpha = 0.05;	// typical decision level for type I error risk
n = 1600;		// about the number in your plot
p = 5; 			// guess of the number of variables used to compute distance

ucl = Sqrt( (((n-1)^2)/n) * Beta Distribution( 1-alpha, p/2, (n-p-1)/2 ) );

PhamBao

Hi,
Thank for your instruction
I try to follow your instruction but the result is not correct.
I will display the script below and image

Based on your instruction, does p =2 and n = 85

Multivariate(
	Y(:DELTAMINIZ, :CARRIER_X),
	Estimation Method("Row-wise"),
	Matrix Format("Square"),
	Scatterplot Matrix(Density Ellipses(1), Shaded Ellipses(0), Ellipse Color(3)),
	Jackknife Distances(1)
);