Variable selection in discriminant analysis: measuring the influence of individual cases

Sarel Steel and Nelmarie Louw

University of Stellenbosch, South Africa

The influence of individual data cases in discriminant analysis, specifically in the case where an initial variable selection step precedes the analysis, is considered. An example illustrating some of the questions arising in this context, is discussed. Existing influence measures proposed by Fung (J. Amer. Statist. Assoc. 90 (1995) 952) in a non-selection context are extended to a selection context. A new more informative measure of selection influence is proposed and its properties investigated. Several examples are also presented.


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