Showing 1 - 3 of 3
To alleviate the computational burden of making the relevant estimation algorithms stable for nonlinear and semiparametric regression models with, particularly, high-dimensional data, a transformation-based method combining sufficient dimension reduction approach is proposed. To this end,...
Persistent link: https://www.econbiz.de/10010871417
Sufficient dimension reduction is a body of theory and methods for reducing the dimensionality of predictors while preserving information on regressions. In this paper we propose a sparse dimension reduction method to perform interpretable dimension reduction. It is designed for situations in...
Persistent link: https://www.econbiz.de/10010871441
When there are many predictors, how to efficiently impute responses missing at random is an important problem to deal with for regression analysis because this missing mechanism, unlike missing completely at random, is highly related to high-dimensional predictor vectors. In sufficient dimension...
Persistent link: https://www.econbiz.de/10010709953