Abstract
We propose a test of dimension in multivariate regression. This 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 prespecified model. The test may be particularly useful at the outset of an analysis before a multivariate model is posited, because it can lead to low-dimensional summary plots that are inferred to contain all of the sample information on the multivariate mean function.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 340-351 |
| Number of pages | 12 |
| Journal | Journal of the American Statistical Association |
| Volume | 98 |
| Issue number | 462 |
| DOIs | |
| State | Published - Jun 2003 |
Bibliographical note
Copyright:Copyright 2008 Elsevier B.V., All rights reserved.
Keywords
- Central subspaces
- Dimension reduction
- Multivariate regression
- Regression
- Regression graphics