| sir.test {censorSIR} | R Documentation |
This function use asymptotic Chi-square test to test how many sir directions are significant. The print function of class csir and class ds will call this function automatically.
sir.test(object, nd = length(object$eval))
object |
an object of class csir or class ds |
nd |
the number most significant directions to test |
A data frame with the following components
Chisq |
Chi-square statistics |
df |
degree of freedom |
p.value |
p-value of chi-square test |
This test assume that regressors follow normal distribution
Wei Sun sunwei@stat.ucla.edu
Ker-chau Li (1991) Sliced inverse regression for dimension reduction (with discussion).. J. Amer. Statist. Assoc. 86, 316-342.