The original SMVCIR algorithm was developed by Simon J. Sheather, Joseph
W. McKean, and Kimberly Crimin. The dissertation first presents a new version
of this algorithm that uses the scaling standardization rather than the Mahalanobis
standardization. This algorithm takes grouped multivariate data as input and then
outputs a new coordinate space that contrasts the groups in location, scale, and
covariance. The central goal of research is to develop a method to determine the
dimension of this space with statistical confidence. A dimensionality test is developed
that can be used to make this determination. The new SMVCIR algorithm is
compared with two other inverse regression algorithms, SAVE and SIR in the process
of developing the dimensionality test and testing it.
The dimensionality test is based on the singular values of the kernel of the spanning
set of the vector space. The asymptotic distribution of the spanning set is found
by using the central limit theorem, delta method, and finally Slutsky's Theorem with
a permutation matrix. This yields a mean adjusted asymptotic distribution of the
spanning set. Theory by Eaton, Tyler, and others is then used to show an equivalence
between the singular values of the mean adjusted spanning set statistic and the
singular values of the spanning set statistic. The test statistic is a sample size scaled
sum of squared singular values of the spanning set. This statistic is asymptotically
equivalent in distribution to that of a linear combination of independent 21
random variables.
Simulations are performed to corroborate these theoretic findings. Additionally,
based on work by Bentler and Xie, an approximation to the test statistic reference
distribution is proposed and tested. This is also corroborated with simulations. Examples
are performed that demonstrate how SMVCIR is used and how the developed
tests for dimensionality are performed. Finally, further directions of research are
hinted at for SMVCIR and the dimensionality test. One of the more interesting
directions is explored by briefly examining how SMVCIR can be used to identify potentially
complex functions that link predictors and a continuous response variable.
| Identifer | oai:union.ndltd.org:tamu.edu/oai:repository.tamu.edu:1969.1/ETD-TAMU-2010-05-7797 |
| Date | 2010 May 1900 |
| Creators | Lindsey, Charles D. |
| Contributors | Sheather, Simon J. |
| Source Sets | Texas A and M University |
| Language | en_US |
| Detected Language | English |
| Type | thesis, text |
| Format | application/pdf |
Page generated in 0.0018 seconds