JSM 2005 - Toronto

Abstract #302943

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 459
Type: Invited
Date/Time: Wednesday, August 10, 2005 : 4:00 PM to 5:50 PM
Sponsor: Committee of Presidents of Statistics Societies (COPSS)
Abstract - #302943
Title: Dimension Reduction in Regression
Author(s): R. D. Cook*+
Companies: University of Minnesota
Address: School of Statistics, 313 Ford Hall, Minneapolis, MN, 55455,
Keywords:
Abstract:

Dimension reduction issues occur frequently in many areas of science and are pervasive in statistics. Although addressed frequently in the context of reducing the dimension of multivariate observations, we will focus on dimension reduction in regression, where the overarching goal is to characterize the conditional distribution of the response given the predictors. R.A. Fisher provided invaluable guidance on many fundamental statistical issues, including dimension reduction. Starting with a commentary on and selective review of Fisher's published remarks, we will discuss foundations of dimension reduction for regression and the methodological promise of those foundations in addition to currently available methodology and near advances.

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Revised March 2005