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

• 成果类型: Article
• 署名作者: Prendergast, Luke A.
• 署名单位: La Trobe University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asm055
• 发表日期: 2007
• 页码: 585601
• 关键词: dimension reduction

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.