Investigating the relative importance of individual variables and variable subsets in discriminant analysis

This is the authors' abstract. We don't add key points for this paper.

Five alternative methods for evaluating the relative discriminatory power of individual variables, six methods for selecting variable subsets, and a method for comparing the significance of different size subsets are examined in the context of an empirical problem. Results imply that the assessments of the relative importance of individual variables and subset composition vary with both the method and performance criterion employed.