Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model

María Eugenia Szretter Noste

Statistics & Probability Letters, 2019, vol. 145, issue C, 317-320

Abstract: We identify the sufficient reduction for the Principal Fitted Components model under mild conditions which generalize those considered in previous works. We give a short proof of the main result based on the d-separation for directed acyclic graphs (DAGs), linking two areas that, to our knowledge, have not been linked before in statistics.

Keywords: Sufficient dimension reduction; Directed acyclic graphs; Principal Fitted Components model; Conditional independence (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.08.008

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