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From | Charles Lindsey <clindsey@stata.com> |
To | statalist@hsphsun2.harvard.edu |
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 clindsey@stata.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/