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