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Bias in Wilks' A in Stepwise Discriminant Analysis

 

作者: AlvinC. Rencher,   StevenF. Larson,  

 

期刊: Technometrics  （Taylor Available online 1980）
卷期: Volume 22, issue 3  

页码: 349-356

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486166

 

出版商: Taylor & Francis Group

 

关键词: MANOVA;Stepwise discrimmant analysis;Subset selection;wilks' A;Monte Carlo

 

数据来源: Taylor

 

摘要:

Whenstepwise dkriminantanalysis or MANOVA is performed, the mean and percentage points of Wii A are shifted downward. This bias was examined by Monte Carlo methods for the case of no differences between groups. The downward bias is especially pronounced when the number of variables exceeds the degrees of freedom for error.

 

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