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On determining the structural dimension via directional regression

Author

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  • Yu, Zhou
  • Dong, Yuexiao
  • Guo, Ranwei

Abstract

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.

Suggested Citation

  • Yu, Zhou & Dong, Yuexiao & Guo, Ranwei, 2013. "On determining the structural dimension via directional regression," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 987-992.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:987-992
    DOI: 10.1016/j.spl.2012.12.022
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    References listed on IDEAS

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    1. Ye Z. & Weiss R.E., 2003. "Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 968-979, January.
    2. Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie, 2012. "On model-free conditional coordinate tests for regressions," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 61-72.
    3. Yin, Xiangrong & Li, Bing & Cook, R. Dennis, 2008. "Successive direction extraction for estimating the central subspace in a multiple-index regression," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1733-1757, September.
    4. Yongwu Shao & R. Dennis Cook & Sanford Weisberg, 2007. "Marginal tests with sliced average variance estimation," Biometrika, Biometrika Trust, vol. 94(2), pages 285-296.
    5. Li, Bing & Wang, Shaoli, 2007. "On Directional Regression for Dimension Reduction," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 997-1008, September.
    Full references (including those not matched with items on IDEAS)

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