Variable selection in discriminant analysis for mixed continuous-binary variables and several groups.

Autor: Mbina Mbina, Alban, Nkiet, Guy Martial, Eyi Obiang, Fulgence
Zdroj: Advances in Data Analysis & Classification; Sep2019, Vol. 13 Issue 3, p773-795, 23p
Abstrakt: We propose a method for variable selection in discriminant analysis with mixed continuous and binary 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 properties of the proposed approach and to compare it with an existing method is given, and an example on a real data set is provided. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index
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