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Re: stepwise linear discriminant analysis
Posted:
Jun 1, 2006 9:25 PM
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cossposted to sci.stat.math and sci.stat.edu
Greg Heath wrote:
> mst wrote:
> > Hello,
> > I was wondering of there is any function in matlab or any other
> > software to do stepwise LDA.
> >
> > Thanks a lot!
>
> The m-file function STEPWISEFIT and GUI version STEPWISE are
> available in MATLAB for the linear model Y = Xb+e (not LDA).
>
> You can initialize the search with any selection and force any
> subset to be in the final model. Variables will be added or dropped
> at every intermediate step.
>
> However, if you go to Google Groups and search the sci.stat.* archives
> using the searchword "stepwise", I'm sure you will find a plethora of
> reasons for not using them without heavily biasing the selections with
> prior information based on your physical and/or mathematical
> understanding of the underlying phenomenon you are trying to model.
>
> In particular, I recall 2 "lists" regarding stepwise. One by Bill
> Howell and the other by Rich Ulrich.
>
> Hope this helps.
>
> Greg
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