TY - JOUR
T1 - Intensive comparison of semi-parametric and nonparametric dimension reduction methods in forward regression
AU - Shin, Minju
AU - Yoo, Jae Keun
N1 - Funding Information:
For Minju Shin and Jae Keun Yoo, this work was supported by the MSIT (Ministry of Science, ICT), Korea, under the High-Potential Individuals Global Training Program (RS-2022-00154879) supervised by the IITP (Institute for Infor-mation & Communications Technology Planning & Evaluation). For Jae Keun Yoo, this work was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Korean Ministry of Education (NRF-2021R1F1A1059844). 1Corresponding author: Department of Statistics, Ewha Womans University, 52, Ewhayeodae-gil, Seodaemun-Gu, Seoul 03760, Korea. E-mail: peter.yoo@ewha.ac.kr
Publisher Copyright:
© 2022 The Korean Statistical Society, and Korean International Statistical Society. All rights reserved.
PY - 2022
Y1 - 2022
N2 - Principal Fitted Component (PFC) is a semi-parametric sufficient dimension reduction (SDR) method, which is originally proposed in Cook (2007). According to Cook (2007), the PFC has a connection with other usual non-parametric SDR methods. The connection is limited to sliced inverse regression (Li, 1991) and ordinary least squares. Since there is no direct comparison between the two approaches in various forward regressions up to date, a practical guidance between the two approaches is necessary for usual statistical practitioners. To fill this practical necessity, in this paper, we newly derive a connection of the PFC to covariance methods (Yin and Cook, 2002), which is one of the most popular SDR methods. Also, intensive numerical studies have done closely to examine and compare the estimation performances of the semi and non-parametric SDR methods for various forward regressions. The founding from the numerical studies are confirmed in a real data example.
AB - Principal Fitted Component (PFC) is a semi-parametric sufficient dimension reduction (SDR) method, which is originally proposed in Cook (2007). According to Cook (2007), the PFC has a connection with other usual non-parametric SDR methods. The connection is limited to sliced inverse regression (Li, 1991) and ordinary least squares. Since there is no direct comparison between the two approaches in various forward regressions up to date, a practical guidance between the two approaches is necessary for usual statistical practitioners. To fill this practical necessity, in this paper, we newly derive a connection of the PFC to covariance methods (Yin and Cook, 2002), which is one of the most popular SDR methods. Also, intensive numerical studies have done closely to examine and compare the estimation performances of the semi and non-parametric SDR methods for various forward regressions. The founding from the numerical studies are confirmed in a real data example.
KW - Covariance methods
KW - Principal fitted component
KW - Semi-parametric dimension reduction
KW - Sufficient dimension reduction
UR - http://www.scopus.com/inward/record.url?scp=85141325129&partnerID=8YFLogxK
U2 - 10.29220/CSAM.2022.29.5.615
DO - 10.29220/CSAM.2022.29.5.615
M3 - Article
AN - SCOPUS:85141325129
SN - 2287-7843
VL - 29
SP - 615
EP - 627
JO - Communications for Statistical Applications and Methods
JF - Communications for Statistical Applications and Methods
IS - 5
ER -