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Discriminant analysis - stepwise procedure

2 messages · Jose Antonio, Uwe Ligges

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Jose Antonio wrote:
>
Not sure if you really want criterion = "AS".
Anyway, if your variables are almost equally good (or bad) to improve 
the criterion and you have not very much data, then it might happen that 
the criterion works equally well for different variables and the one 
that is first on your list gets selected first (we do not break "ties").

And hence, after a different variable is selected at first, this 
influences the variables chosen in the second step. Hence it is not that 
surprising what you observed.

Uwe Ligges