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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제20권 제6호
- 발행연도
- 2018.1
- 수록면
- 2,733 - 2,746 (14page)
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초록· 키워드
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The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.
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참고문헌 (24)
참고문헌 신청
최정묵 / 2016 / A Study on the Relationship Between Democracy and Government Effectiveness using Nonparametric Smoothing / Journal of The Korean Data Analysis Society 18(5):2355~2365
최필근 / 2012 / Estimating Structural Dimensionality using Contour Regression / Journal of The Korean Data Analysis Society 14(2):577~586
Cook, R. D. / 1994 / On the interpretation of regression plots / Journal of the American Statistical Association 89(425):177~189
Cook, R. D. / 1994 / Using dimension-reduction subspaces to identify important inputs in models of physical systems / Proceedings of the Section on Physical and Engineering Sciences :18~25
Cook, R. D. / 1996 / Graphics for regressions with a binary response / Journal of the American Statistical Association 91(435):983~992
최필근 / 2012 / Estimating Structural Dimensionality using Contour Regression / Journal of The Korean Data Analysis Society 14(2):577~586
Cook, R. D. / 1994 / On the interpretation of regression plots / Journal of the American Statistical Association 89(425):177~189
Cook, R. D. / 1994 / Using dimension-reduction subspaces to identify important inputs in models of physical systems / Proceedings of the Section on Physical and Engineering Sciences :18~25
Cook, R. D. / 1996 / Graphics for regressions with a binary response / Journal of the American Statistical Association 91(435):983~992
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