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Implications of influence function analysis for sliced inverse regression and sliced average variance estimation

机译:影响函数分析对切片逆回归和切片平均方差估计的意义

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摘要

Sliced inverse regression, sliced inverse regression II and sliced average variance estimation are three related dimension-reduction methods that require relatively mild model assumptions. As an approximation for the relative influence of single observations from large samples, the influence function is used to compare the sensitivity of the three methods to particular observational types. The analysis carried out here helps to explain why there is a lack of agreement concerning the preferability of these dimension-reduction procedures in general. An efficient sample version of the influence function is also developed and evaluated.
机译:切片逆回归,切片逆回归II和切片平均方差估计是三种相关的降维方法,需要相对温和的模型假设。作为对来自大样本的单个观测值的相对影响的近似值,影响函数用于比较这三种方法对特定观测类型的敏感性。此处进行的分析有助于解释为什么对于这些​​降维程序的可取性普遍缺乏共识。还开发并评估了影响函数的有效样本版本。

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