One approach to the problem of selecting predictor variables in the two-group classification situation is to compare the cross-validated classification accuracies of all possible subsets. Because of the obvious time constraints of this approach for even a moderate number of predictors, a computer program was written to accomplish the task. The program examines the cross-validated classification hit rates of all possible subsets of predictor variables and identifies the user-specified number of best subsets overall and for each subset size.
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