Association between groups of objects

Mahalanobis generalised distance
    Metric This coefficient removes the effects of correlations between variables when calculating the distance between groups of objects. It is useful when the correlations among variables may distort the estimation of groupwise distances. This distance is also used in multivariate outlier detection.



    Mahalanobis, 1936
Coefficient of racial likeness     Metric This distance measure is also suited to measuring groupwise distances, but does not attempt to remove the effect of variable intercorrelation. This may be desirable when samples are too small to effectively remove correlative effects (see e.g. Penrose, 1952)     Pearson, 1926

References
  • Mahalanobis PC (1936) On the generalized distance in statistics. Proc Nat Inst Sci India. 2(1): 49-55.
  • Pearson K (1926) On the coefficient of racial likeness. Biometrika 18:105-117.
  • Penrose LS (1952) Distance, size and shape. Ann Eugen. 17(1):337-343.
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