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New Procedure for Selection of Variables in Location Model for Mixed Variable Discrimination
Author(s) -
Krusińska Ewa
Publication year - 1989
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710310502
Subject(s) - feature selection , selection (genetic algorithm) , variable (mathematics) , mathematics , linear discriminant analysis , statistics , multivariate statistics , variables , computer science , artificial intelligence , mathematical analysis
A new method for the choice of variables with the greatest discriminatory power in the location model for mixed variable discriminant analysis is presented in the paper. The procedure based on the multivariate discriminatory measure enables a simultaneous reduction of the number of discrete and continuous variables. The introduced criterion can be used for both optimal or step‐wise selection of variable subset. As an example the results of the stepwise variable selection for some medical data are presented in the paper.