頁籤選單縮合
題 名 | Model Free Multivariate Reduced-Rank Regression with Categorical Predictors |
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作 者 | Setodji, C. Messan; Li, Lexin; | 書刊名 | Statistica Sinica |
卷 期 | 19:3 2009.07[民98.07] |
頁 次 | 頁1119-1136 |
分類號 | 319.5 |
關鍵詞 | Central mean subspace; Dimension reduction; Multivariate reduced-rank regression; |
語 文 | 英文(English) |
英文摘要 | Abstract: Cook and Setodji (2003) introduced the notion of model-free reduced-rank in multivariate regression. However, they only focused on continuous predictors. In this article, we propose an extension of model-free multivariate reduced-rank regression to incorporate a mixture of continuous and categorical predictors. A test for reduced-rank is proposed that requires no parametric model specification. Simulations and a data analysis are provided to demonstrate its effectiveness. |
本系統中英文摘要資訊取自各篇刊載內容。