Selection of Variables in Discriminant Analysis by F-Statistic and Error Rate

Abstract

Five programs for selection of variables in discriminant analysis are compared: the program DISCRIM of McCabe [8]. the BMD07M program, see Dixon [1], the program ALLOC-I of Habhema, Hermana and van den Broek [3], and two more recent programs: SPSS and BMDP7M, see Nie e.a. [10] and Dixon [2]. Emphasis is on the criteria for selection and on the distributional assumptions involved. The programs are compared experimentally using two examples: one with real data, also used by McCabe [8], and one with simulated data.