[R] stepwise discriminant analysis
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Apr 25 19:19:15 CEST 2003
On Fri, 25 Apr 2003 J.Illian at abertay.ac.uk wrote:
> Hi all,
> some days ago I sent off a query on stepwise discriminat analysis and hardly
> got any reply. That's why I am trying this again now. I probably wasn;t
> specific enough the last time I did it.
> I now about the step function for glm etc. and I also know how to do
> discriminat analysis in R but I was wondering whether there is an equivalent
> of the step funcion for dicrimant analysis models?
Not that I know of. If there were, it would not be what is usually known
as `stepwise discriminant analysis', since that usually means a series of
T tests, not selection by AIC.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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