Two variable selection procedures are evaluated for classification problems: a forward stepwise discrimination procedure, and a stepwise procedure preceded by a preliminary screening of variables on the basis of individual t statistics. Expected probability of correct classification is used as the measure of performance. A comparison is made of the procedures using samples from multivariate normal populations and from several nonnormal populations. The study demonstrated some situations where the use of all variables is preferable to the use of a stepwise discriminant procedure stopping after a few steps, though usually the latter procedure was superior in performance. However where the stepwise procedure performed better than using all variables, the modified stepwise procedure performed still better. The use of modified stepwise procedures in which not all the covariances of the problem need to be estimated seems promising.
|Original language||English (US)|
|Title of host publication||BIOM. J.|
|Number of pages||9|
|State||Published - 1979|
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