Monte Carlo study of forward stepwise discrimination based on small samples

DOI10.1016/0898-1221(86)90077-5MaRDI QIDQ3746707zbMATH OpenOpenAlexFDO

Authors M. C. Costanza, Tadashi Ashikaga

Publication date 1986

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(86)90077-5

zbMATH Keywords

F testsforward stepwise discriminationforward subset selection procedureslinear discriminant functionMahalanobis distancesMonte Carlo studiesoptimal probability of correct classificationsmall samplestwo group, P-variate normal classification problem

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A Note on the Generation of Random Normal Deviates
• Bias in Wilks' Λ in Stepwise Discriminant Analysis
• Comparison of Stopping Rules in Forward Stepwise Discriminant Analysis
• Discriminant Analysis
• scientific article; zbMATH DE number 3942804 (Why is no real title available?)
• scientific article; zbMATH DE number 4020230 (Why is no real title available?)
• scientific article; zbMATH DE number 3673379 (Why is no real title available?)
• On a Statistical Problem Arising in the Classification of an Individual into One of Two Groups
• Robustness of Fisher's Linear Discriminant Function Under Two-Component Mixed Normal Models
• Some Expected Values for Probabilities of Correct Classification in Discriminant Analysis
• Some Statistical Problems in Relating Experimental Data to Predicting Performance of a Production Process

Cited in

(5)

• Results in statistical discriminant analysis: A review of the former Soviet Union literature.
• A simulation-approximation approach to sample size planning for high-dimensional classification studies
• Bias in error rate estimates in discriminant analysis when stepwise variable selection is employed
• A Test of Additional Accuracy for Selecting Groups of Allocation Variables
• Determination of the best significance level in forward stepwise logistic regression

Describes a project that uses

Uses Software

• SPSS
• SAS
• BMDP

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