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This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

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Activity Number: 17
Type: Topic Contributed
Date/Time: Sunday, July 29, 2007 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #309083
Title: Model-Free Multivariate Reduced-Rank Model Regression with Categorical Predictor
Author(s): Messan C. Setodji*+ and Lexin Li
Companies: RAND Corporation and North Carolina State University
Address: 1776 Main St, Santa Monica, CA, 90407,
Keywords: Dimension reduction ; Central partial mean subspace ; Multivariate regression ; Multivariate reduced rank models
Abstract:

Cook and Setodji (2003) introduced the notion of model free reduced rank in multivariate regression when one is dealing exclusively with continuous predictors and developed a test of dimension for multivariate regression models. In this article, we propose an extension of the model free multivariate reduced-rank model to allow for a mixture of continuous and categorical predictors. The use of the method can be really useful at the onset of a multivariate analysis and an example of it's application to a study of the effect early life trajectories on aging is presented.

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Revised September, 2007