Selection of Variables in Discriminant Analysis by F-statistic and Error Rate

Five programs for selection of variables in discriminant analysis are compared: the program DISCRIM of McCabe 8. the BMD07M program, see Dixon 1, the program ALLOC-I of Habhema, Hermana and van den Broek 3, and two more recent programs: SPSS and BMDP7M, see Nie e.a. 10 and Dixon 2. Emphasis is on the criteria for selection and on the distributional assumptions involved. The programs are compared experimentally using two examples: one with real data, also used by McCabe 8, and one with simulated data.