Robust Selection of Variables in the Linear Discriminant Analysis
نویسنده
چکیده
A commonly used procedure for reduction of the number of variables in the linear discriminant analysis is the stepwise method for variable selection. Although often criticized, when used carefully, this method can be a useful prelude to a further analysis. The contribution of a variable to the discriminatory power of the model is usually measured by the maximum likelihood ratio criterion, reffered to as Wilks’ lambda.
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