Dimension Reduction in Binary Response Regression
二元响应回归中的降维
The idea of dimension reduction without loss of information can be quite helpful for guiding the construction of summary plots in regression without requiring a prespecified model. Focusing on the central subspace, we investigate such “sufficient” dimension reduction in regressions with a binary response. Three existing methods—sliced inverse regression, principal Hessian direction, and sliced average variance estimation—and one new method—difference of covariances—are…