The sliced mean variance–covariance inverse regression (SMVCIR) algorithm takes grouped multivariate data as input and transforms it to a new coordinate system where the group mean, variance, and covariance differences are more apparent. Other popular algorithms used for performing graphical...

We present a new Stata program, vselect, that helps users perform variable selection after performing a linear regression. Options for stepwise meth- ods such as forward selection and backward elimination are provided. The user may specify Mallows’s Cp, Akaike’s information criterion,...

A finite sample estimate of the variance of the sample median is proposed. This estimate is shown to have smaller bias than the related estimate of Maritz and Jarrett (1978) and Efron (1979).