Activity Number:
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177
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Type:
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Contributed
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Date/Time:
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Tuesday, August 13, 2002 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics*
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Abstract - #300806 |
Title:
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A Model-Free Test for Reduced Rank in Multivariate Regression
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Author(s):
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Messan Setodji*+
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Affiliation(s):
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University of Minnesota
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Address:
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472 Ford Hall, 224 Church Street SE, Mineapolis, Minnesota, 55455,
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Keywords:
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Multivariate regression ; Regression graphics ; Central subspaces ; Dimension reduction ; Regression
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Abstract:
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We propose a test of dimension in multivariate regression. The test is in the spirit of tests on the rank of the coefficient matrix in a multivariate linear model, but it does not require a pre-specified model. The test may be particularly useful at the outset of an analysis, before positing a multivariate model, because it can lead to low-dimensional summary plots that are inferred to contain all the sample information on the multivariate mean function.
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- Authors who are presenting talks have a * after their name.
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