A Graphical Aid to Selection of Variables in Two‐Group Discriminant Analysis

Summary Alternatives to Mallows' (1964) well‐known graphical aid to variable selection in multiple regression have been suggested by Spj⊘tvoll (1977). The purpose of this note is to show that one of the plots proposed by Spj⊘tvoll has a straightforward and meaningful analogue in the corresponding two‐group discriminant analysis. This provides a graphical aid to a simultaneous procedure for variable selection in discriminant analysis proposed by McKay (1976) and also to a less conservative alternative to that procedure suggested by arguments paralleling those of Spj⊘tvoll in the regression context.