Response and predictor folding to counter symmetric dependency in dimension reduction
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2016-12-01
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Australian and New Zealand Journal of Statistics
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WILEY
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Medical Biology (W.E.H.I.)
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Journal Article
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Prendergast, L. A. & Garnham, A. L. (2016). Response and predictor folding to counter symmetric dependency in dimension reduction. Australian and New Zealand Journal of Statistics, 58 (4), pp.515-532. https://doi.org/10.1111/anzs.12170.
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Abstract
In the regression setting, dimension reduction allows for complicated regression structures to be detected via visualisation in a low‐dimensional framework. However, some popular dimension reduction methodologies fail to achieve this aim when faced with a problem often referred to as symmetric dependency. In this paper we show how vastly superior results can be achieved when carrying out response and predictor transformations for methods such as least squares and sliced inverse regression. These transformations are simple to implement and utilise estimates from other dimension reduction methods that are not faced with the symmetric dependency problem. We highlight the effectiveness of our approach via simulation and an example. Furthermore, we show that ordinary least squares can effectively detect multiple dimension reduction directions. Methods robust to extreme response values are also considered. This paper shows that response or predictor transformations can be used to obtain superior dimension reduction estimates in the presence of symmetric dependency.