Skip to content

Selection of variables for cluster analysis and classification rules

Ricardo Fraiman, Ana Justel, Marcela Svarc

math.STarXiv:math/0610757

Abstract

In this paper we introduce two procedures for variable selection in cluster analysis and classification rules. One is mainly oriented to detect the noisy non-informative variables, while the other deals also with multicolinearity. A forward-backward algorithm is also proposed to make feasible these procedures in large data sets. A small simulation is performed and some real data examples are analyzed.

Create a lesson