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Abstract A new inductive statistical technique, MAID-M, performs predictive modeling for a multivariate criterion from a set of predictor variables. Based on additive multivariate measures of association, it identifies the smallest combination of predictor variables accounting for a maximal proportion of the variation space of a given set of criterion variables. Estimates of reliability as well as validity for specific empirical solutions are provided. An example with real data and comparisons with other inductive methods illustrate the technique.
Gillo et al. (Sun,) studied this question.