New procedure for selection of variables in location model for mixed variable discrimination

A new method for the choice of variables with the greatest discriminatory power in the location model for mixed variable discriminant analysis is presented in the paper. The procedure based on the multivariate discriminatory measure enables a simultaneous reduction of the number of discrete and continuous variables. The introduced criterion can be used for both optimal or step-wise selection of variable subset. As an example the results of the stepwise variable selection for some medical data are presented in the paper.