SAVE: A method for dimension reduction and graphics in regression

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Abstract

Sliced average variance estimation (SAVE) is a method for constructing sufficient summary plots in regressions with many predictors. The summary plots are designed to capture all the information about the response that is available from the predictors, and do not require a model for their construction. They can be particularly helpful for guiding the choice of a first model. Methodological aspects of SAVE are studied in this article.

Original languageEnglish (US)
Pages (from-to)2109-2121
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume29
Issue number9-10
StatePublished - Sep 1 2000

Keywords

  • Central subspace
  • Regression graphics
  • Regression modeling
  • Sufficient summary plots

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