Sliced Inverse Regression
Sliced Inverse Regression
Inversní regresní křivka
diploma thesis (DEFENDED)
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Permanent link
http://hdl.handle.net/20.500.11956/34492Identifiers
Study Information System: 44854
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- Kvalifikační práce [11264]
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
Probability, mathematical statistics and econometrics
Department
Department of Probability and Mathematical Statistics
Date of defense
6. 9. 2010
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Slovak
Grade
Very good
The presented work deals with Sliced inverse regression method for dimension reduction of explanatory variable in case of multivariate data sets. The aim of this work is to present this method, its characteristics and assumptions and ways of determining the new dimension of explanatory variable. This is done in the first theoretical part. The second practical part is dedicated to application of SIR method on simulated and real data. All simulations and calculations were done in programme R and are enclosed on CD.