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Hi Since a stepwise procedure for variable selection (as e.g. in SPSS) for a LDA is not implemented in R and anyway I cannot be sure, that all the required assumptions for e.g. a procedure using a statistic based on wilks' lambda, hold (such as normality and variance homogeneity) I would like to ask you, what you would recommend me: shall I e.g. define a criterion such as the error-rate