TOLERANCE Subcommand (DISCRIMINANT command)

TOLERANCE specifies the minimum tolerance a variable can have and still be entered into the analysis. The tolerance of a variable that is a candidate for inclusion in the analysis is the proportion of its within-groups variance not accounted for by other variables in the analysis. A variable with very low tolerance is nearly a linear function of the other variables; its inclusion in the analysis would make the calculations unstable.

• The default tolerance is 0.001.
• You can specify any decimal value between 0 and 1 as the minimum tolerance.