User Guide

437
Discriminant A
nalysis
Discriminan
t Analysis Stepwise Method
Figure 28-6
Discriminant A nalysis Stepwise Method dialog box
Method. Select the statistic to be used for entering or removing new variables.
Available alternatives are Wilks’ lambda, unexplained variance, Mahalanobis’
distance, smallest F ratio, and Rao’s V.WithRao’sV, you can specify the minimum
increase in V for a variable to enter.
 Wilks' lambda. A variable selection method for stepwise discriminant analysis
that chooses variables for entry into the equation on the basis of how much
they lower Wilks' lambda. At each step, the variable that minimizes the overall
Wilks' lambda is entered.
 Unexplained variance. At each step, the variable that minimizes the sum of the
unexplained variation between groups is entered.
 Mahalanobis distance. A measure of how much a case's values on the independent
variables differ from the average of all cases. A large Mahalanobis distance
identifies a case as having extreme values on one or more of the independent
variables.
 Smallest F rati o. A method of variable selection in stepwise analysis based on
maximizing an F ratio computed from the Mahalanobis distance between groups.
 Rao's V. A measure of the differences between group means. Also called the
Lawley-Hotelling trace. At each step, the variable that maximizes the increase
in Rao's V is entered. After selecting this option, enter the minimum value a
variable must have to enter the analysis.