“…Not surprisingly, the general problem of variable selection in multivariate analysis has been acknowledged for more than 40 years (Beale, Kendall, & Mann, 1967) and continues to be of tremendous importance (Duarte Silva, 2001;Fueda, Iizuka, & Mori, 2009). Especially noteworthy is the development of variable selection methods for the following multivariate statistical models: (1) multiple linear regression (Brusco, Steinley, & Cradit, 2009;Furnival & Wilson, 1974;Miller, 2002), (2) principal component analysis (Jolliffe, 1972Krzanowski, 1987;Tanaka & Mori, 1997), (3) factor analysis (Hogarty, Kromrey, Ferron, & Hines, 2004;Kano & Harada, 2000), (4) discriminant analysis (McCabe, 1975;McKay & Campbell, 1982a, 1982b, and (5) cluster analysis (Brusco & Cradit, 2001;Steinley & Brusco, 2008). 707 nurse scheduling (Burke, Curtois, Post, Qu, & Veltman, 2008), and supply-chain management (Lejeune, 2006) problems.…”