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Fusion-Refinement Procedure for Dimension Reduction With Missing Response at Random
Ding, Xiaobo1; Wang, Qihua1,2
2011-09-01
发表期刊JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN0162-1459
卷号106期号:495页码:1193-1207
摘要Dimension reduction methods are useful for handling high-dimensional data. It is a common situation that responses of some subjects are not observed in practice. Generally, the missingness carries additional information about the central subspace. Here we propose a two-stage procedure known as the fusion-refinement (FR) procedure. In the first stage, we obtain a subspace including the central subspace by fusing information on regression and missingness. In the second stage, we refine the obtained subspace to recover the central subspace by imputation method. We use sliced inverse regression to illustrate the FR procedure. We conduct simulation studies, and suggest a data-driven procedure to choose from the complete-case analysis and the FR procedure for a purpose of a real application. A real data analysis is used to illustrate our methods.
关键词Central subspace Complete-case analysis Data-driven Imputation
DOI10.1198/jasa.2011.tm10573
语种英语
资助项目China Postdoctoral Science Foundation[20090450603] ; National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Natural Science Foundation of China[11171331] ; National Science Fund for Creative Research Groups in China ; Key grant from Yunnan Province[2010CC003] ; Key Lab of Random Complex Structure and Data Science, CAS
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000296224200042
出版者AMER STATISTICAL ASSOC
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/11538
专题应用数学研究所
通讯作者Ding, Xiaobo
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Yunnan Univ, Minist Educ, Changjiang Scholars Program, Kunming 650091, Peoples R China
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Ding, Xiaobo,Wang, Qihua. Fusion-Refinement Procedure for Dimension Reduction With Missing Response at Random[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2011,106(495):1193-1207.
APA Ding, Xiaobo,&Wang, Qihua.(2011).Fusion-Refinement Procedure for Dimension Reduction With Missing Response at Random.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,106(495),1193-1207.
MLA Ding, Xiaobo,et al."Fusion-Refinement Procedure for Dimension Reduction With Missing Response at Random".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 106.495(2011):1193-1207.
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