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Variable importance assessment in sliced inverse regression for variable selection

hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierEcole Nationale Supérieure de Cognitique [ENSC]
dc.contributor.authorSARACCO, Jerome
hal.structure.identifierFaculté des Sciences de Monastir [FSM]
dc.contributor.authorJLASSI, Ines
dc.date.accessioned2024-04-04T03:12:14Z
dc.date.available2024-04-04T03:12:14Z
dc.date.created2016-12
dc.date.conference2016-12-09
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/193848
dc.description.abstractEnThe focus is on treating the relationship between a dependent variable $y$ and a $p$-dimensional covariate $x$ in a semiparametric regression model. Since the purpose of most social, biological or environmental science research is the explanation, the determination of the importance of the variables is a major concern. It is a way to determine which variables are the most important when predicting $y$. Sliced inverse regression (SIR) methods allows us to reduce the space of the covariate $x$ by estimating the directions that form an effective dimension reduction (EDR) space. The aim is to propose a computational method based on importance variable measure (only relying on the EDR space) in order to select the most useful variables in SIR model. The numerical behavior of this approach, implemented in R, is studied on a simulation study. An illustration on a real data is also provided.
dc.language.isoen
dc.title.enVariable importance assessment in sliced inverse regression for variable selection
dc.typeCommunication dans un congrès
dc.subject.halStatistiques [stat]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.conference.title9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016)
bordeaux.countryES
bordeaux.conference.citySéville
bordeaux.peerReviewedoui
hal.identifierhal-01417436
hal.version1
hal.invitedoui
hal.proceedingsnon
hal.conference.end2016-12-11
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01417436v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=SARACCO,%20Jerome&JLASSI,%20Ines&rft.genre=unknown


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