Asymptotic Test for Dimensionality in Sliced Inverse Regression
Asymptotic Test for Dimensionality in Sliced Inverse Regression
As a promising technique for dimension reduction in regression analysis, Sliced Inverse Regression (SIR) and an associated chi-square test for dimensionality were introduced by Li (1991). However, Li`s test needs assumption of Normality for predictors and found to be heavily dependent on the number of slices. We will provide a …