On a Criterion for Omitting Variables in Discriminant Analysis

Urbakh (1971, Biometrics 27, 531-534) proposed the estimated change in generalized distance as a criterion for the omission of a single variable or a subset of variables in linear discriminant analysis. The criterion is amended by introducing the correct expression for an unbiased estimate of the po...

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Bibliographic Details
Published in:Biometrics 1990-12, Vol.46 (4), p.1181-1183
Main Author: Meulepas, E.
Format: Article
Language:English
Subjects:
Biological and medical sciences
Biometrics
Computerized, statistical medical data processing and models in biomedicine
Discriminant analysis
Medical sciences
Population estimates
Shorter Communications
Statistical inferences
Unbiased estimators
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Summary:Urbakh (1971, Biometrics 27, 531-534) proposed the estimated change in generalized distance as a criterion for the omission of a single variable or a subset of variables in linear discriminant analysis. The criterion is amended by introducing the correct expression for an unbiased estimate of the population generalized distance. The amended criterion is expressed in terms of an F-statistic proposed by Rao (1948, Biometrika 35, 58-79; 1973, Linear Statistical Inference and Its Applications, 2nd edition, New York: Wiley).
ISSN:0006-341X
1541-0420
DOI:10.2307/2532459