sir.test {censorSIR}R Documentation

test how many sir directions are significant

Description

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.

Usage

sir.test(object, nd = length(object$eval))

Arguments

object an object of class csir or class ds
nd the number most significant directions to test

Details

Value

A data frame with the following components

Chisq Chi-square statistics
df degree of freedom
p.value p-value of chi-square test

Note

This test assume that regressors follow normal distribution

Author(s)

Wei Sun sunwei@stat.ucla.edu

References

Ker-chau Li (1991) Sliced inverse regression for dimension reduction (with discussion).. J. Amer. Statist. Assoc. 86, 316-342.

See Also

cen.sir double.slice

Examples






[Package censorSIR version 1.0 Index]