Dimension reduction with expectation of conditional difference measure

Figures & data

Table 1. Estimation accuracy report for Model 1.

$(n,p)$	${\mathrm{\Delta }}_m$	ECD	DCOV	SIR	SAVE	LAD
(200,6)	average	0.102	0.119	0.884	0.322	0.173
	SE	0.032	0.035	0.159	0.156	0.052
(300,6)	average	0.078	0.093	0.879	0.203	0.138
	SE	0.025	0.028	0.152	0.076	0.041
(400,6)	average	0.061	0.077	0.881	0.156	0.113
	SE	0.018	0.021	0.156	0.044	0.032
(500,6)	average	0.054	0.078	0.872	0.135	0.105
	SE	0.015	0.022	0.159	0.040	0.028

Table 2. Estimation accuracy report for Model 2.

$(n,p)$	${\mathrm{\Delta }}_m$	ECD	DCOV	SIR	SAVE	LAD
(200,6)	average	0.122	0.121	0.140	0.142	0.128
	SE	0.045	0.041	0.045	0.049	0.040
(300,6)	average	0.098	0.098	0.112	0.110	0.104
	SE	0.036	0.032	0.036	0.036	0.033
(400,6)	average	0.084	0.085	0.098	0.095	0.090
	SE	0.028	0.030	0.032	0.031	0.028
(500,6)	average	0.076	0.075	0.087	0.083	0.080
	SE	0.027	0.026	0.029	0.028	0.026

Table 3. Estimation accuracy report for Model 3.

$(n,p)$	${\mathrm{\Delta }}_m$	ECD	DCOV	SIR	SAVE	LAD
(200,6)	average	0.156	0.150	0.976	0.164	0.165
	SE	0.114	0.041	0.065	0.042	0.042
(300,6)	average	0.113	0.110	0.975	0.134	0.133
	SE	0.049	0.030	0.062	0.035	0.036
(400,6)	average	0.094	0.094	0.974	0.115	0.115
	SE	0.026	0.025	0.061	0.030	0.030
(500,6)	average	0.085	0.085	0.977	0.103	0.103
	SE	0.024	0.025	0.060	0.029	0.029

Table 4. Accuracy of estimating d with kNN procedure.

	(200,6)	(300,6)	(400,6)	(500,6)
Model 1	98%	100%	100%	100%
Model 2	100%	100%	100%	100%

Figure 1. 2D-plot for the two predictors estimated by SIR.

Figure 2. 3D-plots for the three predictors estimated by SAVE, DCOV and ECD.