How to use the outputs of the Stepwise function?

Hello, I am classifying P300 responses using matlab and all the papers recommed Stepwise Linear Discriminant Analysis. I have inputted training data using Stepwise(X,y) and gotten a result with a high R-square value, but when I hit export I don't know what variables I need and how I would apply them to new data to classify it.

Answer 1

[Richard Willey]

Hi John

The stepwise function in Statistics Toolbox is used for liner regression.

If you want to use a stepwise type algorithm with linear discriminant analysis your best option is to wrap the sequentialfs function around "classify" (Classify implement linear discriminant analysis).

sequentialfs will output a mask that you can use to indicate which variables should/should not be included in your final model.