On forward sufficient dimension reduction for categorical and ordinal responses

DOI10.1214/23-EJS2122MaRDI QIDQ6158211zbMATH OpenOpenAlexFDO

Authors

Publication date 31 May 2023

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.06002, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-1/On-forward-sufficient-dimension-reduction-for-categorical-and-ordinal-responses/10.1214/23-EJS2122.full

zbMATH Keywords

ad-cat linkcanonical gradientcentral mean spacek-mean clusteringmultivariate generalized linear modelouter product of gradients

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Nonparametric estimation (62G05) Multivariate analysis (62H99)

Abstract: We present a forward sufficient dimension reduction method for categorical or ordinal responses by extending the outer product of gradients and minimum average variance estimator to multinomial generalized linear model. Previous work in this direction extend forward regression to binary responses, and are applied in a pairwise manner to multinomial data, which is less efficient than our approach. Like other forward regression-based sufficient dimension reduction methods, our approach avoids the relatively stringent distributional requirements necessary for inverse regression alternatives. We show consistency of our proposed estimator and derive its convergence rate. We develop an algorithm for our methods based on repeated applications of available algorithms for forward regression. We also propose a clustering-based tuning procedure to estimate the tuning parameters. The effectiveness of our estimator and related algorithms is demonstrated via simulations and applications.

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Cited in

(1)

• Boosted sliced regression for dimension reduction in binary classification

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