dr.permutation.test: Permutation tests of dimension for dr

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Approximates marginal dimension test significance levels for sir, save, and phd by sampling from the permutation distribution.

Usage

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dr.permutation.test(object, npermute=50,numdir=object$numdir)

Arguments

object

a dimension reduction regression object created by dr

npermute

number of permutations to compute, default is 50

numdir

maximum permitted value of the dimension, with the default from the object

Details

The method approximates significance levels of the marginal dimension tests based on a permutation test. The algorithm: (1) permutes the rows of the predictor but not the response; (2) computes marginal dimension tests for the permuted data; (3) obtains significane levels by comparing the observed statsitics to the permutation distribution.

The method is not implemented for ire.

Value

Returns an object of type ‘dr.permutation.test’ that can be printed or summarized to give the summary of the test.

Author(s)

Sanford Weisberg, sandy@stat.umn.edu

References

See www.stat.umn.edu/arc/addons.html, and then select the article on dimension reduction regression or inverse regression.

See Also

dr

Examples

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data(ais)
attach(ais)  # the Australian athletes data
#fit dimension reduction regression using sir
m1 <- dr(LBM~Wt+Ht+RCC+WCC, method="sir", nslices = 8)
summary(m1)
dr.permutation.test(m1,npermute=100)
plot(m1)

dr documentation built on May 2, 2019, 5:49 p.m.