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A stopping rule for structure-preserving variable selection

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Abstract

A stopping rule is provided for the backward elimination process suggested by Krzanowski (1987a) for selecting variables to preserve data structure. The stopping rule is based on perturbation theory for Procrustes statistics, and a small simulation study verifies its suitability. Some illustrative examples are also provided and discussed.

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Authors and Affiliations

  1. Department of Mathematical Statistics and Operational Research, University of Exeter, Laver Building, North Park Road, EX4 4QE, Exeter, UK

    W. J. Krzanowski

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  1. W. J. Krzanowski
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Krzanowski, W.J. A stopping rule for structure-preserving variable selection. Stat Comput 6, 51–56 (1996). https://doi.org/10.1007/BF00161573

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