In the following discussion, let
The amount of memory in bytes for temporary
storage needed to process the data is
Additional temporary storage of 72 bytes at
each step is also required to store the results.
c(4v2 + 28v + 3l + 4c + 72) + 16v2 + 92v + 4t2 + 20t + 4l
The following factors determine the time
requirements of a stepwise discriminant analysis.
- The time needed for reading the data and computing
covariance matrices is proportional to nv2.
The STEPDISC procedure must also look up each class level in the list.
This is faster if the data are sorted by the CLASS variable.
The time for looking up class levels is proportional
to a value ranging from n to n ln(c).
- The time needed for stepwise discriminant analysis is
proportional to the number of steps required to select
the set of variables in the discrimination model.
The number of steps required depends on the data set itself
and the selection method and criterion used in the procedure.
Each forward or backward step takes
time proportional to (v+c)2.
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