Identification of Linear Directions in Multivariate Adaptive Spline Models
多元自适应样条模型中线性方向的识别
Identifying linear directions in multivariate regression has been a statistical challenge and has attracted particular attention since projection pursuit was developed. To this end, we propose and investigate the use of linear discriminant analysis and projection Hessian directions in conjunction with multivariate adaptive regression splines. Simulation studies in a variety of settings demonstrate the usefulness of our approach in revealing both the functional forms and the…