Search Results - subject:"Inverse regression"

Sufficient dimension reduction in multivariate regressions with categorical predictors

Hilafu, Haileab; Yin, Xiangrong - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 139-147

In this paper, we present a novel sufficient dimension reduction method for multivariate regressions with categorical predictors. We adopt ideas from a previous work byChiaromonte et al. (2002) who proposed sufficient dimension reduction in regressions with categorical predictors and the work...

Persistent link: https://www.econbiz.de/10011056411

Optimal transformation: A new approach for covering the central subspace

Portier, François; Delyon, Bernard - In: Journal of Multivariate Analysis 115 (2013) C, pp. 84-107

This paper studies a general family of methods for sufficient dimension reduction (SDR) called the test function (TF), based on the introduction of a nonlinear transformation of the response. By considering order 1 and 2 conditional moments of the predictors given the response, we distinguish...

Persistent link: https://www.econbiz.de/10011041975

High-dimensional regression analysis with treatment comparisons

Lue, Heng-Hui; You, Bing-Ran - In: Computational Statistics 28 (2013) 3, pp. 1299-1317

propose a nonparametric estimation approach based on partial sliced inverse regression (SIR) (Chiaromonte et al. in Ann Stat …

Persistent link: https://www.econbiz.de/10010998525

On determining the structural dimension via directional regression

Yu, Zhou; Dong, Yuexiao; Guo, Ranwei - In: Statistics & Probability Letters 83 (2013) 4, pp. 987-992

Specifying the structural dimension is an important first step for the sufficient dimension reduction methodology. Based on the popular sequential test approach, we propose a novel test statistic via directional regression to determine the structural dimension in this paper.

Persistent link: https://www.econbiz.de/10010662323

Functional contour regression

Wang, Guochang; Lin, Nan; Zhang, Baoxue - In: Journal of Multivariate Analysis 116 (2013) C, pp. 1-13

the response variable. It is more efficient than the functional variants of the sliced inverse regression (SIR) method by … inverse regression, functional inverse regression and wavelet SIR. The merit of FCR is further demonstrated by two real data …

Persistent link: https://www.econbiz.de/10010665710

Forecasting China’s inflation in a data-rich environment

Lin, Chin-yi; Wang, Chun - In: Applied economics 45 (2013) 19/21, pp. 3049-3057

Persistent link: https://www.econbiz.de/10010192323

A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches

Liquet, Benoît; Saracco, Jérôme - In: Computational Statistics 27 (2012) 1, pp. 103-125

Persistent link: https://www.econbiz.de/10010847677

Estimating Market Power with Weak A Priori Information: An Exploratory Approach to the Model-Specification Problem

Russo, Carlo - In: Review of Industrial Organization 40 (2012) 4, pp. 339-354

Persistent link: https://www.econbiz.de/10010864911

On model-free conditional coordinate tests for regressions

Yu, Zhou; Zhu, Lixing; Wen, Xuerong Meggie - In: Journal of Multivariate Analysis 109 (2012) C, pp. 61-72

) [3]) focused mainly on the first-order estimation methods such as the sliced inverse regression estimation (Li (1991) [14]). Such …

Persistent link: https://www.econbiz.de/10011041951

Estimating market power with weak a priori information : an exploratory approach to the model-specification problem

Russo, Carlo - In: Review of industrial organization : RIO 40 (2012) 4, pp. 339-354

Persistent link: https://www.econbiz.de/10009627088