Dimension reduction for the conditional mean in regressions with categorical predictors

原文摘要

Consider the regression of a response Y on a vector of quantitative predictors $\X$ and a categorical predictor W. In this article we describe a first method for reducing the dimension of $\X$ without loss of information on the conditional mean $\mathrm{E}(Y|\X,W)$ and without requiring a prespecified parametric model. The method, which allows for, but does not require, parametric versions of the subpopulation mean functions $\mathrm{E}(Y|\X,W=w)$, includes a procedure for inference about the dimension of $\X$ after reduction. This work integrates previous studies on dimension reduction for the conditional mean $\mathrm{E}(Y|\X)$ in the absence of categorical predictors and dimension reduction for the full conditional distribution of $Y|(\X,W)$. The methodology we describe may be particularly useful for constructing low-dimensional summary plots to aid in model-building at the outset of an analysis. Our proposals provide an often parsimonious alternative to the standard technique of modeling with interaction terms to adapt a mean function for different subpopulations determined by the levels of W. Examples illustrating this and other aspects of the development are presented.

摘要来源：OpenAlex 索引摘要（稿件版本未注明）