dr.permutation.test {dr} | R Documentation |
Permutation tests of dimension for dr
Description
Approximates marginal dimension test significance levels for sir, save, and phd by sampling from the permutation distribution.
Usage
dr.permutation.test(object, npermute=50,numdir=object$numdir)
Arguments
object |
a dimension reduction regression object created by dr |
npermute |
number of permutations to compute, default is 50 |
numdir |
maximum permitted value of the dimension, with the default from the object |
Details
The method approximates significance levels of the marginal dimension tests based on a permutation test. The algorithm: (1) permutes the rows of the predictor but not the response; (2) computes marginal dimension tests for the permuted data; (3) obtains significane levels by comparing the observed statsitics to the permutation distribution.
The method is not implemented for ire.
Value
Returns an object of type ‘dr.permutation.test’ that can be printed or summarized to give the summary of the test.
Author(s)
Sanford Weisberg, sandy@stat.umn.edu
References
See www.stat.umn.edu/arc/addons.html, and then select the article on dimension reduction regression or inverse regression.
See Also
Examples
data(ais)
attach(ais) # the Australian athletes data
#fit dimension reduction regression using sir
m1 <- dr(LBM~Wt+Ht+RCC+WCC, method="sir", nslices = 8)
summary(m1)
dr.permutation.test(m1,npermute=100)
plot(m1)