Sufficient Reductions in Regressions With Exponential Family Inverse Predictors
指数族逆向预测变量回归中的充分降维
We develop methodology for identifying and estimating sufficient reductions in regressions with predictors that, given the response, follow a multivariate exponential family distribution. This setup includes regressions where predictors are all continuous, all categorical, or mixtures of categorical and continuous. We derive the minimal sufficient reduction of the predictors and its maximum likelihood estimator by modeling the conditional distribution of the predictors given…