Abstract #300806

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
JSM 2002 Abstract #300806
Activity Number: 177
Type: Contributed
Date/Time: Tuesday, August 13, 2002 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics*
Abstract - #300806
Title: A Model-Free Test for Reduced Rank in Multivariate Regression
Author(s): Messan Setodji*+
Affiliation(s): University of Minnesota
Address: 472 Ford Hall, 224 Church Street SE, Mineapolis, Minnesota, 55455,
Keywords: Multivariate regression ; Regression graphics ; Central subspaces ; Dimension reduction ; Regression
Abstract:

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.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002