Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates (Q964647)
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scientific article; zbMATH DE number 5697312
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| English | Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates |
scientific article; zbMATH DE number 5697312 |
Statements
Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates (English)
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22 April 2010
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A sliced inverse regression (SIR) technique is considered in the case of multivariate responses and the presence of some categorical predictor which stratifies the analyzed population. Two pooled marginal slicing estimators are proposed for the effective dimension reduction space, utilizing mixed SIR-I and SIR-II approaches. They can be used for homoscedastic and heteroscedastic errors. Asymptotic normality of the estimates is established. Results of simulations are presented.
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effective dimension reduction space
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pooled marginal slicing estimate
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asymptotic normality
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0.8603420257568359
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0.8540399670600891
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0.8123762607574463
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0.8109250068664551
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0.8065581917762756
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