JSM 2005 - Toronto

Abstract #302809

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 261
Type: Topic Contributed
Date/Time: Tuesday, August 9, 2005 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #302809
Title: K-means Inverse Regression
Author(s): Messan Setodji*+
Companies: RAND Corporation
Address: 1776 Main Street, Santa Monica, CA, 90407, United States
Keywords: Dimension reduction ; k-means clustering ; Inverse regression ; Multivariate regression ; Sliced inverse regression
Abstract:

Li suggested the method of sliced inverse regression for estimating directions that capture all information in a univariate regression. In this presentation, we extend the method to multivariate regressions by introducing a way of performing the slicing. This method applies for any number of response variables and may be particularly useful at the outset of an analysis, before positing a multivariate model. An application to functional data analysis will be presented.

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Revised March 2005