Variable selection in discriminant analysis for mixed variables and several groups
Statistics Theory
2017-03-14 v1 Probability
Statistics Theory
Abstract
We propose a method for variable selection in discriminant analysis with mixed categorical and continuous variables. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating suitable permutation and dimensionality. Then, estimators for these parameters are proposed and the resulting method for selecting variables is shown to be consistent. A simulation study that permits to study several poperties of the proposed approach and to compare it with an existing method is given.
Cite
@article{arxiv.1703.04517,
title = {Variable selection in discriminant analysis for mixed variables and several groups},
author = {Alban Mbina Mbina and Guy Martial Nkiet and Fulgence Eyi Obiang},
journal= {arXiv preprint arXiv:1703.04517},
year = {2017}
}
Comments
19 pages