This dissertation focuses on two problems in dimension reduction. One is using permutation approach to test predictor contribution. The permutation approach applies to marginal coordinate tests based on dimension reduction methods such as SIR, SAVE and DR. This approach no longer requires calculation of the method-specific weights to determine the asymptotic null distribution. The other one is through combining clustering method with robust regression (least absolute deviation) to estimate dimension reduction subspace. Compared with ordinary least squares, the proposed method is more robust to outliers; also, this method replaces the global linearity assumption with the more flexible local linearity assumption through k-means clustering. / Statistics

This thesis presents some methods of multivariate dimension reduction, with emphasis on methods guided by the work of R.A. Fisher. Some of the methods presented can be traced back to the 20th century, while some are much more recent. For the more recent methods, additional attention will paid to the foundational underpinnings. The presentation for each of the methods contains a brief introduction of its general philosophy, accompanied by some theorems and ends with the connection to the work of Fisher. / Den här kandidatuppsatsen presenterar ett antal metoder för dimensionsreducering, där betoning läggs på metoder some följer teori utvecklad av R.A. Fisher. En del av metoderna som presenteras utvecklades redan på tidigt 1900-tal, medan andra är utvecklade i närtid. För metoderna utvecklade i närtid, så kommer större vikt läggas vid den grundläggande teorin för metoden. Presentationen av varje metod består av en kortare beskrivning, följt av satser och slutligen beskrivs dess koppling to Fishers teorier.

本文以維度縮減(dimension reduction)為主題，介紹其定義以及四種目前較被廣為討論的處理方式。文中首先針對Li (1991)所使用的維度縮減定義型式y = g(x,ε) = g1(βx,ε)，與Cook (1994)所採用的定義型式「條件密度函數f(y | x)=f(y |βx)」作探討，並就Cook (1994)對最小維度縮減子空間的相關討論作介紹。此外文中也試圖提出另一種適用於pHd的可能定義(E(y | x)=E(y |βx)，亦即縮減前後y的條件期望值不變)，並發現在此一新定義下所衍生而成的子空間會包含於Cook (1994)所定義的子空間。 有關現有四種維度縮減方法(SIR、SAVE、SIR-II、pHd)的理論架構，則重新予以說明並作必要的補充證明，並以兩個機率模式(y = bx +ε及y = |z| +ε)為例，分別測試四種方法能否縮減出正確的方向。文中同時也分別找出對應於這四種方法的等價條件，並利用這些等價條件相互比較，得到彼此間的關係。我們發現當解釋變數x為多維常態情形下，四種方法理論上都不會保留可以被縮減的方向，而該保留住的方向卻不一定能夠被保留住，但是使用SAVE所可以保留住的方向會比單獨使用其他三者之一來的多(或至少一樣多)，而如果SIR與SIR-II同時使用則恰好等同於使用SAVE。另外使用pHd似乎時並不需要「E(y│x)二次可微分」這個先決條件。 / The focus of the study is on the dimension reduction and the over-view of the four methods frequently cited in the literature, i.e. SIR, SAVE, SIR-II, and pHd. The definitions of dimension reduction proposed by Li (1991)(y = g( x,ε) = g1(βx,ε)), and by Cook (1994)(f(y | x)=f(y|βx)) are briefly reviewed. Issues on minimum dimension reduction subspace (Cook (1994)) are also discussed. In addition, we propose a possible definition (E(y | x)=E(y |βx)), i.e. the conditional expectation of y remains the same both in the original subspace and the reduced subspace), which seems more appropriate when pHd is concerned. We also found that the subspace induced by this definition would be contained in the subspace generated based on Cook (1994). We then take a closer look at basic ideas behind the four methods, and supplement some more explanations and proofs, if necessary. Equivalent conditions related to the four methods that can be used to locate "right" directions are presented. Two models (y = bx +ε and y = |z| +ε) are used to demonstrate the methods and to see how good they can be. In order to further understand the possible relationships among the four methods, some comparisons are made. We learn that when x is normally distributed, directions that are redundant will not be preserved by any of the four methods. Directions that contribute significantly, however, may be mistakenly removed. Overall, SAVE has the best performance in terms of saving the "right" directions, and applying SIR along with SIR-II performs just as well. We also found that the prerequisite, 「E(y | x) is twice differentiable」, does not seem to be necessary when pHd is applied.