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Computations for Variable Selection in Discriminant Analysis

George P. McCabe, Jr.
Technometrics
Vol. 17, No. 1 (Feb., 1975), pp. 103-109
DOI: 10.2307/1268007
Stable URL: http://www.jstor.org/stable/1268007
Page Count: 7
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Computations for Variable Selection in Discriminant Analysis
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Abstract

An algorithm is proposed for computing statistics for all possible subsets of variables for a discriminant analysis. Optimal subsets of any given size can then be determined. A comparison with a stepwise procedure is also presented through two examples.

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