Principal fitted components for dimension reduction in regression
From MaRDI portal
Abstract: We provide a remedy for two concerns that have dogged the use of principal components in regression: (i) principal components are computed from the predictors alone and do not make apparent use of the response, and (ii) principal components are not invariant or equivariant under full rank linear transformation of the predictors. The development begins with principal fitted components [Cook, R. D. (2007). Fisher lecture: Dimension reduction in regression (with discussion). Statist. Sci. 22 1--26] and uses normal models for the inverse regression of the predictors on the response to gain reductive information for the forward regression of interest. This approach includes methodology for testing hypotheses about the number of components and about conditional independencies among the predictors.
Recommendations
Cites work
- scientific article; zbMATH DE number 4174160 (Why is no real title available?)
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3942782 (Why is no real title available?)
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 1953122 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Comparison of Prediction Methods When Only a Few Components are Relevant
- Dimension reduction in regression without matrix inversion
- Estimating the structural dimension of regressions via parametric inverse regression
- Explicit maximum likelihood estimators for certain patterned covariance matrices
- Fisher lecture: Dimension reduction in regression
- Likelihood-based sufficient dimension reduction
- Model Selection and Multimodel Inference
- Prediction by Supervised Principal Components
- Sliced Inverse Regression for Dimension Reduction
- Statistics on special manifolds
- Using intraslice covariances for improved estimation of the central subspace in regression
Cited in
(70)- Predictive power of principal components for single-index model and sufficient dimension reduction
- Prediction in abundant high-dimensional linear regression
- Notes about the last principal component
- Using DAGs to identify the sufficient dimension reduction in the principal fitted components model
- Dimension reduction in binary response regression: a joint modeling approach
- Sufficient dimension reduction and prediction through cumulative slicing PFC
- Sliced inverse regression for integrative multi-omics data analysis
- Supervised singular value decomposition and its asymptotic properties
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Sufficient dimension reduction for a novel class of zero-inflated graphical models
- Variable selection using data splitting and projection for principal fitted component models in high dimension
- Mining the factor zoo: estimation of latent factor models with sufficient proxies
- Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
- A sequential test for variable selection in high dimensional complex data
- A robust proposal of estimation for the sufficient dimension reduction problem
- A selective overview of sparse sufficient dimension reduction
- Supervised dimension reduction for ordinal predictors
- A state-space approach to time-varying reduced-rank regression
- Connecting continuum regression with sufficient dimension reduction
- A note on the behaviour of augmented principal-component plots in regression
- On principal components and regression: a statistical explanation of a natural phenomenon
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Conditional variance estimator for sufficient dimension reduction
- Targeted principal components regression
- On the consistency of coordinate-independent sparse estimation with BIC
- Sufficient dimension reduction for censored predictors
- On the structure of the quadratic subspace in discriminant analysis
- On a nonlinear extension of the principal fitted component model
- Robust sufficient dimension reduction via ball covariance
- Group-wise sufficient dimension reduction with principal fitted components
- Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates
- scientific article; zbMATH DE number 7376763 (Why is no real title available?)
- Sufficient dimension reduction constrained through sub-populations
- Sufficient dimension reduction and prediction in regression: asymptotic results
- The inner partial least square: an exploration of the ``necessary dimension reduction
- Structured time-dependent inverse regression (STIR)
- An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
- Likelihood-based surrogate dimension reduction
- Fused estimators of the central subspace in sufficient dimension reduction
- Factor Augmented Inverse Regression and its Application to Microbiome Data Analysis
- Estimation of inverse mean: an orthogonal series approach
- Dimension Reduction for Gaussian Process Emulation: An Application to the Influence of Bathymetry on Tsunami Heights
- Uncertainty quantification for principal component regression
- A decision rule for discarding principal components in regression
- Central subspaces review: methods and applications
- A slice of multivariate dimension reduction
- scientific article; zbMATH DE number 3852787 (Why is no real title available?)
- On principal components regression with Hilbertian predictors
- scientific article; zbMATH DE number 469394 (Why is no real title available?)
- Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
- scientific article; zbMATH DE number 1894272 (Why is no real title available?)
- Unstructured principal fitted response reduction in multivariate regression
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Fusing sufficient dimension reduction with neural networks
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Response dimension reduction: model-based approach
- Fisher lecture: Dimension reduction in regression
- Independent screening in high-dimensional exponential family predictors’ space
- Slicing-free inverse regression in high-dimensional sufficient dimension reduction
- The principal problem with principal components regression
- Nonconvergence in logistic and Poisson models for neural spiking
- Least squares regression principal component analysis: A supervised dimensionality reduction method
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Higher-order sliced inverse regressions
- A theorem on the principal components inference
- Pruning a sufficient dimension reduction with a \(p\)-value guided hard-thresholding
- Orthogonal regression and principal components.
- High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion
- scientific article; zbMATH DE number 5244697 (Why is no real title available?)
- scientific article; zbMATH DE number 5187082 (Why is no real title available?)
This page was built for publication: Principal fitted components for dimension reduction in regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q907947)
