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A “Leaps and Bounds” Algorithm for Variable Selection in Two-Group Discriminant Analysis

  • António Pedro Duarte Silva
Conference paper
Part of the Studies in Classification, Data Analysis, and Knowledge Organization book series (STUDIES CLASS)

Abstract

An algorithm that identifies the variable subsets with most discriminatory power (in a predictive sense) is proposed. This algorithm minimizes parametric estimates of the error rate among all the possible variable subsets, evaluating only a fraction of the total number of subsets. The computational feasibility is illustrated by simulation experiments.

Keywords

Discriminant Analysis Variable Selection Techniques Optimization Techniques 

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Copyright information

© Springer-Verlag Berlin · Heidelberg 1998

Authors and Affiliations

  • António Pedro Duarte Silva
    • 1
  1. 1.Faculdade de Ciências Económicas e EmpresariaisUniversidade Católica Portuguesa at PortoPortoPortugal

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