Corpus ID: 219177259

Sufficient Dimension Reduction for Interactions

@article{Park2020SufficientDR,
  title={Sufficient Dimension Reduction for Interactions},
  author={Hyung Park and Eva Petkova and Thaddeus Tarpey and Robert Todd Ogden},
  journal={arXiv: Methodology},
  year={2020}
}
Dimension reduction lies at the heart of many statistical methods. In regression, dimension reduction has been linked to the notion of sufficiency whereby the relation of the response to a set of predictors is explained by a lower dimensional subspace in the predictor space. In this paper, we consider the notion of a dimension reduction in regression on subspaces that are sufficient to explain interaction effects between predictors and another variable of interest. The motivation for this work… Expand

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