Skip Navigation


Biometrika Advance Access originally published online on August 5, 2007
Biometrika 2007 94(3):585-601; doi:10.1093/biomet/asm055
This Article
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
94/3/585    most recent
asm055v2
asm055v1
Right arrow References
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Prendergast, L. A.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Copyright © 2007 Biometrika Trust

Articles

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

Luke A. Prendergast

Department of Mathematics and Statistics, La Trobe University, Melbourne 3086, Australia

luke.prendergast{at}latrobe.edu.au

Received for publication 1 May 2006. Revision received 1 February 2007.
  Abstract

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.

Key Words: Bénasséni's coefficient • Dimension reduction • Influence function • Robustness • Sliced average variance estimation • Sliced inverse regression


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.