pSAVE {orthoDr}

Partial Sliced Averaged Variance Estimation

Description

The partial-SAVE model. This model is correct only under very strong assumptions, the solution is used as the initial value in the orthoDr optimization.

Usage

pSAVE(x, a, r, ndr = 2, nslices0 = 2)

Arguments

x

A matrix for features (continuous only).

a

A vector of observed dose levels (continuous only).

r

A vector of reward (outcome).

ndr

The dimension structure

nslices0

Number of slides used for save

Value

A list consisting of:

vectors

The basis of central subspace, ordered by eigenvalues

References

Feng, Z., Wen, X. M., Yu, Z., & Zhu, L. (2013). On partial sufficient dimension reduction with applications to partially linear multi-index models. Journal of the American Statistical Association, 108(501), 237-246. DOI: doi:10.1080/01621459.2012.746065