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st: new package -smvcir- available in SSC


From   Charles Lindsey <[email protected]>
To   [email protected]
Subject   st: new package -smvcir- available in SSC
Date   Mon, 16 Dec 2013 17:46:14 -0600

Thanks to Kit Baum, the package -smvcir- is now available in the SSC.

To install, type -ssc install smvcir-.

smvcir performs the sliced mean variance–covariance inverse regression (SMVCIR) algorithm on grouped multivariate data.
The data are transformed to a new coordinate system where the group
mean, variance, and covariance differences are more apparent.

See this paper for more details:

Lindsey, C. L. and S. J. Sheather, and J. W. McKean. 2013. Using sliced mean variance–covariance inverse regression for classification and dimension reduction. Computational Statistics.
http://dx.doi.org/10.1007/s00180-013-0460-3

--Charles
[email protected]


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