Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
影响函数分析对切片逆回归与切片平均方差估计的启示
Sliced inverse regression, sliced inverse regression II and sliced average variance estimation are three related dimension-reduction methods that require relatively mild model assumptions. As an approximation for the relative influence of single observations from large samples, the influence function is used to compare the sensitivity of the three methods to particular observational types. The analysis carried out here helps to explain why there is a lack of agreement…