Title: Variable selection in discriminant analysis for mixed variables and several groups,
Abstract: We propose a method for variable selection in discriminant analysis with
mixed categorical and continuous variables. This method is based on a criterion
that permits to reduce the variable selection problem to a problem of
estimating suitable permutation and dimensionality. Then, estimators for these
parameters are proposed and the resulting method for selecting variables is
shown to be consistent. A simulation study that permits to study several
poperties of the proposed approach and to compare it with an existing method is
given.