SIRII: Sliced Inverse Regression 2

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Sliced inverse regression 2 (SIRII) is a variant of the original SIR (Li, 1991a) that incorporates features of SAVE in order to improve on both (Cook & Weisberg, 1991; Li, 1991b).

Usage

SIRII(
  formula,
  data,
  slices = 6,
  rank = "all",
  ytype = c("numeric", "categorical")
)

Arguments

formula	a model formula
data	a data frame
slices	the number of slices into which the response variable should be split. defaults to 5. for categorical response variables the maximum allowed is the number of response levels minus one. if set above this, it is silently adjusted.
rank	the desired number of sufficient predictors to return. the default is "all".
ytype	either numeric or categorical

Value

an sdr object

References

Li, K-C. (1991a) Sliced Inverse Regression for Dimension Reduction. Journal of the American Statistical Association, 86(414), 316-327. doi: 10.1080/01621459.1991.10475035

Cook, R.D., Weisberg, S. (1991) Sliced Inverse Regression for Dimension Reduction: Comment. Journal of the American Statistical Association, 86(414), 328-332

Li, K.-C. (1991b). Sliced Inverse Regression for Dimension Reduction: Rejoinder. Journal of the American Statistical Association, 86(414), 337–342. doi:10.1080/01621459.1991.10475040

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.