Subject: Clustering Variables
Hi,
a few days ago Prof. Shannon asked for references
and hints
on feature selection methods. I'm also very much
interested in
methods for variable clustering. I know about other
predictive methods like
LARS and Lasso or SVM or the stepwise regression
methods in Alan Millers
book. But, except PROC VARCLUS in SAS/STAT, which
refers to Harman
and Anderberg, I do not know of any other variable
cluster method.
Wolfgang