Stopping rule for variable selection using stepwise discriminant analysis

Summary In general, when characterizing samples, such as ceramic samples or other types of samples, for first time by means of chemical elements, the analyst measures a large number of variables, many of which may not be very informative. In fact, some may even be unrelated to the issue at hand and blur the picture instead of making it clearer. In subsequent studies the analyst may wish to measure fewer variables for several reasons, such as being very time consuming; in cases where measurement time is important, such as on-line monitoring; in order to reduce cost or effort; etc. Therefore, the hope is to determine those variables that are most relevant without losing essential information and to remove the less productive information. The problem is how to perform this in an objective way and to capture crucial information using a multivariate analysis. This paper aims to describe and illustrate a stopping rule for the identification of redundant variables, and the selection of variable subsets, preserving multivariate data structure using stepwise discriminant analysis, selecting those variables that are in some senses adequate for discrimination purposes. One illustrative example using data sets obtained via INAA of ceramic samples from two archaeological sites is provided.