Bias in Wilks' A in Stepwise Discriminant Analysis

Abstract

When stepwise dkriminant analysis or MANOVA is performed, the mean and percentage points of Wii A are shifted downward. This bias was examined by Monte Carlo methods for the case of no differences between groups. The downward bias is especially pronounced when the number of variables exceeds the degrees of freedom for error.

KEY WORDS:

• MANOVA
• Stepwise discrimmant analysis
• Subset selection
• wilks' A
• Monte Carlo